+214.8%
UNP vs MDB
+1,017.4%
-802.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.4% |
| 7D | -5.3% | -17.4% | +12.1% | -4.2% |
| 30D | -1.5% | -2.0% | +0.5% | -1.6% |
| 3M | +10.3% | -3.0% | +13.3% | +10.0% |
| 6M | +9.7% | +48.7% | -39.0% | +5.5% |
| YTD | +27.1% | -12.1% | +39.2% | +26.6% |
| 1Y | +32.6% | +14.5% | +18.1% | +28.9% |
| 3Y | +40.0% | -6.1% | +46.1% | +34.0% |
| 5Y | +50.8% | -27.3% | +78.2% | +40.3% |
| All | +214.8% | +1,017.4% | -802.6% | +108.4% |
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 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