+4,277.4%
MU vs UNP
+293.6%
+3,983.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.8% |
| 7D | -15.2% | -0.9% | -14.3% | -14.5% |
| 30D | -29.5% | +8.0% | -37.5% | -32.9% |
| 3M | -15.8% | +3.3% | -19.1% | -17.9% |
| 6M | -2.9% | +14.7% | -17.6% | -12.5% |
| YTD | +154.2% | +31.9% | +122.3% | +106.5% |
| 1Y | +186.6% | +37.1% | +149.5% | +126.3% |
| 3Y | +871.5% | +51.9% | +819.6% | +599.8% |
| 5Y | +911.7% | +39.3% | +872.4% | +654.9% |
| 10Y | +4,277.4% | +284.1% | +3,993.3% | +1,690.5% |
| All | +4,277.4% | +293.6% | +3,983.7% | +1,690.5% |
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 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