+32.6%
UNP vs M
+46.1%
-13.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | -5.3% | +4.7% | -10.1% | -5.6% |
| 30D | -1.5% | -9.6% | +8.1% | -1.1% |
| 3M | +10.3% | +0.9% | +9.4% | +10.0% |
| 6M | +9.7% | +22.3% | -12.6% | +7.3% |
| YTD | +27.1% | +6.5% | +20.6% | +26.6% |
| 1Y | +32.6% | +38.8% | -6.2% | +27.6% |
| All | +32.6% | +46.1% | -13.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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