+51.7%
UNP vs MAR
+158.8%
-107.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +5.4% | -15.6% | +21.1% | +11.3% |
| 6M | +13.4% | +1.2% | +12.2% | +12.1% |
| YTD | +25.0% | +7.5% | +17.5% | +20.8% |
| 1Y | +34.6% | +26.6% | +7.9% | +22.6% |
| 3Y | +43.6% | +66.0% | -22.3% | +18.4% |
| 5Y | +51.7% | +154.1% | -102.4% | +5.0% |
| All | +51.7% | +158.8% | -107.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling