+106,206.6%
MU vs UNP
+9,690.0%
+96,516.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -5.3% | +14.3% | +12.4% |
| 30D | +13.8% | -1.5% | +15.4% | +14.8% |
| 3M | +2.1% | +10.3% | -8.2% | -4.4% |
| 6M | +153.8% | +9.7% | +144.1% | +136.6% |
| YTD | +256.4% | +27.1% | +229.3% | +202.8% |
| 1Y | +719.8% | +32.6% | +687.2% | +575.6% |
| 3Y | +1,360.4% | +40.0% | +1,320.4% | +1,051.2% |
| 5Y | +1,312.4% | +50.8% | +1,261.6% | +943.1% |
| 10Y | +6,142.6% | +278.6% | +5,863.9% | +2,592.7% |
| All | +106,206.6% | +9,690.0% | +96,516.7% | +8,399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling