+45.5%
UNP vs MDB
-9.9%
+55.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -2.7% |
| 7D | -4.6% | -11.4% | +6.8% | -4.3% |
| 30D | +5.6% | -13.8% | +19.5% | +5.9% |
| 3M | -1.3% | -15.5% | +14.1% | -1.2% |
| 6M | +9.2% | +17.9% | -8.7% | +8.0% |
| YTD | +27.3% | -25.5% | +52.8% | +28.1% |
| 1Y | +35.9% | -12.1% | +48.0% | +35.3% |
| 3Y | +45.5% | -5.9% | +51.3% | +39.4% |
| All | +45.5% | -9.9% | +55.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling