+1,847.4%
MRVL vs UNP
+287.3%
+1,560.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +8.7% | -1.2% | +9.8% | +9.4% |
| 30D | +6.9% | -2.0% | +8.9% | +8.2% |
| 3M | -10.1% | +7.5% | -17.6% | -14.8% |
| 6M | +143.4% | +15.3% | +128.1% | +118.8% |
| YTD | +167.5% | +25.4% | +142.1% | +126.2% |
| 1Y | +239.0% | +35.6% | +203.4% | +172.1% |
| 3Y | +311.0% | +44.1% | +266.8% | +211.5% |
| 5Y | +278.0% | +54.0% | +224.0% | +174.3% |
| All | +1,847.4% | +287.3% | +1,560.1% | +813.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling