+5,778.3%
MU vs UNP
+273.1%
+5,505.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +7.2% | -0.7% | +7.9% | +7.7% |
| 30D | +14.0% | -1.1% | +15.1% | +14.7% |
| 3M | +5.4% | +7.9% | -2.5% | 0.0% |
| 6M | +170.3% | +14.6% | +155.6% | +143.4% |
| YTD | +250.7% | +26.6% | +224.1% | +194.1% |
| 1Y | +662.1% | +35.6% | +626.5% | +507.0% |
| 3Y | +1,341.2% | +45.5% | +1,295.7% | +972.4% |
| 5Y | +1,319.3% | +50.0% | +1,269.4% | +901.5% |
| 10Y | +5,778.3% | +271.8% | +5,506.5% | +2,425.0% |
| All | +5,778.3% | +273.1% | +5,505.2% | +2,425.0% |
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