+43.8%
UNP vs MAR
+64.8%
-21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.1% | -4.7% | +2.5% | -0.5% |
| 3M | +5.4% | -15.6% | +21.1% | +11.8% |
| 6M | +13.4% | +1.2% | +12.2% | +11.8% |
| YTD | +25.0% | +7.5% | +17.5% | +20.0% |
| 1Y | +34.6% | +26.6% | +7.9% | +20.7% |
| All | +43.8% | +64.8% | -21.1% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling