+38.0%
UNP vs M
+25.0%
+12.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -2.1% | -3.3% | +1.2% | -1.9% |
| 30D | +7.3% | +8.1% | -0.8% | +6.8% |
| 3M | +3.6% | +2.2% | +1.4% | +3.4% |
| 6M | +15.8% | +35.1% | -19.3% | +12.1% |
| YTD | +32.6% | +15.8% | +16.8% | +32.0% |
| All | +38.0% | +25.0% | +12.9% | +35.3% |
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 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