+228.7%
UNP vs MDB
+912.7%
-684.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +4.2% | +6.8% | -2.6% | +3.8% |
| 30D | +5.6% | -6.2% | +11.8% | +5.8% |
| 3M | +2.0% | -29.2% | +31.3% | +3.8% |
| 6M | +15.4% | +10.3% | +5.1% | +13.3% |
| YTD | +32.7% | -20.4% | +53.1% | +32.5% |
| 1Y | +39.4% | -4.8% | +44.3% | +37.0% |
| 3Y | +54.3% | -11.6% | +65.9% | +47.8% |
| 5Y | +39.6% | -41.0% | +80.7% | +32.0% |
| All | +228.7% | +912.7% | -684.0% | +118.1% |
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