+43.4%
UNP vs M
+117.7%
-74.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | -5.3% | +4.7% | -10.1% | -5.9% |
| 30D | -1.5% | -9.6% | +8.1% | -0.4% |
| 3M | +10.3% | +0.9% | +9.4% | +9.8% |
| 6M | +9.7% | +22.3% | -12.6% | +6.2% |
| YTD | +27.1% | +6.5% | +20.6% | +25.2% |
| 1Y | +32.6% | +38.8% | -6.2% | +25.5% |
| All | +43.4% | +117.7% | -74.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling