+22.5%
UNP vs MDLN
-7.5%
+30.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +0.5% |
| 7D | -1.2% | -11.5% | +10.3% | -0.8% |
| 30D | -2.0% | -7.6% | +5.6% | -1.8% |
| 3M | +7.5% | -11.4% | +18.9% | +8.3% |
| 6M | +15.3% | -24.5% | +39.8% | +16.0% |
| YTD | +25.4% | -22.9% | +48.3% | +26.4% |
| All | +22.5% | -7.5% | +30.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 5y: compounded portfolio wealth divided by compounded MDLN 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…
5y analysis · Full analysis span regression · 6 months rolling