+54.7%
UNP vs MCO
+26.6%
+28.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.2% | -7.3% | +6.2% | +1.2% |
| 30D | -2.0% | -1.7% | -0.3% | -1.5% |
| 3M | +7.5% | +3.9% | +3.6% | +5.8% |
| 6M | +15.3% | +3.8% | +11.5% | +13.2% |
| YTD | +25.4% | -7.9% | +33.3% | +27.6% |
| 1Y | +35.6% | -6.8% | +42.5% | +36.9% |
| 3Y | +44.1% | +40.9% | +3.2% | +22.4% |
| All | +54.7% | +26.6% | +28.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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