+3,796.8%
UNP vs MAR
+3,168.2%
+628.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +4.2% | +1.6% | +2.6% | +3.6% |
| 30D | +5.6% | +13.8% | -8.2% | +0.4% |
| 3M | +2.0% | +20.3% | -18.2% | -5.1% |
| 6M | +15.4% | +21.3% | -5.9% | +6.5% |
| YTD | +32.7% | +37.2% | -4.5% | +16.3% |
| 1Y | +39.4% | +48.4% | -9.0% | +18.4% |
| 3Y | +54.3% | +120.1% | -65.8% | +10.9% |
| 5Y | +39.6% | +182.1% | -142.4% | -11.6% |
| 10Y | +288.9% | +530.2% | -241.4% | +64.7% |
| All | +3,796.8% | +3,168.2% | +628.6% | +691.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling