+938.2%
MU vs UNP
+39.6%
+898.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +12.8% | +4.2% | +8.6% | +11.1% |
| 30D | -14.9% | +5.6% | -20.4% | -16.6% |
| 3M | -18.0% | +2.0% | -20.1% | -18.8% |
| 6M | -3.1% | +15.4% | -18.5% | -9.7% |
| YTD | +172.9% | +32.7% | +140.2% | +135.8% |
| 1Y | +228.8% | +39.4% | +189.4% | +176.3% |
| 3Y | +950.8% | +54.3% | +896.5% | +724.4% |
| All | +938.2% | +39.6% | +898.7% | +743.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling