+42.6%
UNP vs MDB
-8.5%
+51.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.6% |
| 7D | +3.6% | -16.5% | +20.1% | +3.0% |
| 30D | +11.4% | -8.6% | +19.9% | +11.0% |
| 3M | +4.6% | -13.6% | +18.2% | +4.5% |
| 6M | +18.3% | +24.1% | -5.8% | +20.1% |
| YTD | +35.4% | -21.8% | +57.2% | +37.4% |
| 1Y | +42.6% | -7.7% | +50.3% | +44.0% |
| All | +42.6% | -8.5% | +51.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling