+213.5%
UNP vs MDB
+978.8%
-765.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -0.7% | -18.0% | +17.3% | +0.5% |
| 30D | -1.1% | -10.7% | +9.6% | -0.6% |
| 3M | +7.9% | +1.0% | +6.9% | +7.4% |
| 6M | +14.6% | +31.6% | -17.0% | +11.3% |
| YTD | +26.6% | -15.2% | +41.8% | +26.4% |
| 1Y | +35.6% | +10.1% | +25.4% | +32.2% |
| 3Y | +45.5% | -5.6% | +51.1% | +39.1% |
| 5Y | +50.0% | -24.5% | +74.5% | +38.8% |
| All | +213.5% | +978.8% | -765.3% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling