+35.6%
UNP vs M
-11.5%
+47.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.0% |
| 7D | -4.6% | -4.3% | -0.3% | -4.1% |
| 30D | +5.6% | +1.3% | +4.4% | +5.4% |
| 3M | -1.3% | -7.4% | +6.1% | -0.5% |
| 6M | +9.2% | +18.3% | -9.1% | +6.3% |
| YTD | +27.3% | +7.6% | +19.8% | +25.1% |
| 1Y | +35.9% | +17.4% | +18.5% | +31.8% |
| 3Y | +45.5% | +108.4% | -62.9% | +26.3% |
| All | +35.6% | -11.5% | +47.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling