+284.1%
UNP vs M
-3.0%
+287.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.9% | +5.0% | -6.0% | -1.7% |
| 30D | +8.0% | +10.6% | -2.6% | +6.3% |
| 3M | +3.3% | +1.6% | +1.8% | +2.9% |
| 6M | +14.7% | +30.8% | -16.1% | +9.4% |
| YTD | +31.9% | +16.9% | +15.0% | +27.5% |
| 1Y | +37.1% | +26.3% | +10.8% | +30.9% |
| 3Y | +51.9% | +158.6% | -106.8% | +25.5% |
| 5Y | +39.3% | +2.1% | +37.2% | +26.8% |
| 10Y | +284.1% | -4.3% | +288.4% | +194.3% |
| All | +284.1% | -3.0% | +287.1% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling