+1,192.7%
MRVL vs UNP
+4,971.0%
-3,778.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | +11.0% | +4.2% | +6.8% | +8.5% |
| 30D | -36.1% | +5.6% | -41.7% | -38.3% |
| 3M | -29.4% | +2.0% | -31.5% | -30.8% |
| 6M | -11.9% | +15.4% | -27.3% | -21.1% |
| YTD | +84.8% | +32.7% | +52.1% | +51.0% |
| 1Y | +79.4% | +39.4% | +40.0% | +42.2% |
| 3Y | +195.7% | +54.3% | +141.4% | +117.5% |
| 5Y | +117.2% | +39.6% | +77.5% | +69.4% |
| 10Y | +1,193.7% | +288.9% | +904.9% | +428.6% |
| All | +1,192.7% | +4,971.0% | -3,778.3% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling