+7,369.4%
UNP vs M
+396.5%
+6,972.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | -5.3% | +4.7% | -10.1% | -6.3% |
| 30D | -1.5% | -9.6% | +8.1% | +0.5% |
| 3M | +10.3% | +0.9% | +9.4% | +9.4% |
| 6M | +9.7% | +22.3% | -12.6% | +4.1% |
| YTD | +27.1% | +6.5% | +20.6% | +23.7% |
| 1Y | +32.6% | +38.8% | -6.2% | +21.4% |
| 3Y | +40.0% | +115.9% | -75.9% | +10.6% |
| 5Y | +50.8% | +28.6% | +22.2% | +23.4% |
| 10Y | +278.6% | -2.5% | +281.2% | +175.1% |
| All | +7,369.4% | +396.5% | +6,972.9% | +3,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling