+222.8%
UNP vs MDB
+892.0%
-669.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | +2.1% |
| 7D | -3.3% | -0.9% | -2.3% | -3.2% |
| 30D | +6.7% | -15.2% | +21.9% | +7.7% |
| 3M | +1.8% | -17.9% | +19.7% | +2.5% |
| 6M | +13.3% | +9.3% | +4.0% | +11.3% |
| YTD | +30.3% | -22.0% | +52.3% | +30.3% |
| 1Y | +36.9% | -9.3% | +46.3% | +35.0% |
| 3Y | +50.9% | -10.4% | +61.3% | +44.3% |
| 5Y | +37.9% | -43.2% | +81.2% | +30.8% |
| All | +222.8% | +892.0% | -669.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling