+38.9%
UNP vs MDB
-8.9%
+47.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.1% | +11.6% | -9.5% | +2.5% |
| 30D | +7.7% | -8.9% | +16.7% | +7.4% |
| 3M | +4.0% | -22.4% | +26.4% | +3.4% |
| 6M | +15.7% | +10.1% | +5.6% | +17.2% |
| YTD | +33.5% | -19.0% | +52.5% | +35.4% |
| 1Y | +38.9% | -7.0% | +46.0% | +40.6% |
| All | +38.9% | -8.9% | +47.8% | +40.6% |
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