+950.8%
MU vs UNP
+53.1%
+897.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +12.8% | +4.2% | +8.6% | +11.6% |
| 30D | -14.9% | +5.6% | -20.4% | -16.0% |
| 3M | -18.0% | +2.0% | -20.1% | -18.4% |
| 6M | -3.1% | +15.4% | -18.5% | -7.9% |
| YTD | +172.9% | +32.7% | +140.2% | +142.7% |
| 1Y | +228.8% | +39.4% | +189.4% | +184.3% |
| 3Y | +950.8% | +54.3% | +896.5% | +787.3% |
| All | +950.8% | +53.1% | +897.8% | +787.3% |
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