+279.5%
UNP vs MAR
+441.6%
-162.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | +7.5% | -14.6% | +22.1% | +13.4% |
| 6M | +15.3% | +1.3% | +14.0% | +14.0% |
| YTD | +25.4% | +6.7% | +18.7% | +21.4% |
| 1Y | +35.6% | +26.4% | +9.2% | +23.0% |
| 3Y | +44.1% | +64.7% | -20.6% | +17.4% |
| 5Y | +54.0% | +153.1% | -99.1% | +4.1% |
| All | +279.5% | +441.6% | -162.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling