+504.3%
MUU vs UNP
+44.1%
+460.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -12.8% |
| 7D | -35.9% | +3.6% | -39.5% | -34.1% |
| 30D | -47.1% | +11.4% | -58.5% | -43.3% |
| 3M | -29.8% | +4.6% | -34.4% | -26.6% |
| 6M | +16.0% | +18.3% | -2.3% | +30.0% |
| YTD | +286.1% | +35.4% | +250.7% | +378.6% |
| 1Y | +504.3% | +42.6% | +461.7% | +655.6% |
| All | +504.3% | +44.1% | +460.2% | +655.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling