+271.8%
UNP vs M
-6.4%
+278.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -1.1% | -11.6% | +10.5% | +0.6% |
| 3M | +7.9% | +1.6% | +6.2% | +7.2% |
| 6M | +14.6% | +25.2% | -10.6% | +10.1% |
| YTD | +26.6% | +3.8% | +22.8% | +24.7% |
| 1Y | +35.6% | +36.3% | -0.8% | +27.8% |
| 3Y | +45.5% | +116.3% | -70.8% | +23.3% |
| 5Y | +50.0% | +28.2% | +21.8% | +30.7% |
| 10Y | +271.8% | -3.4% | +275.2% | +180.7% |
| All | +271.8% | -6.4% | +278.2% | +180.7% |
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