+855.4%
MU vs UNP
+46.2%
+809.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.8% |
| 7D | -22.0% | -4.6% | -17.5% | -21.0% |
| 30D | -36.6% | +5.6% | -42.2% | -37.5% |
| 3M | -21.7% | -1.3% | -20.4% | -21.4% |
| 6M | +3.5% | +9.2% | -5.7% | 0.0% |
| YTD | +141.9% | +27.3% | +114.6% | +117.4% |
| 1Y | +189.8% | +35.9% | +153.9% | +151.1% |
| 3Y | +855.4% | +45.5% | +809.9% | +717.5% |
| All | +855.4% | +46.2% | +809.2% | +717.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling