+277.6%
UNP vs MDT
+39.8%
+237.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -1.8% | -3.4% | +1.6% | -0.1% |
| 30D | -2.7% | +0.2% | -2.9% | -3.0% |
| 3M | +6.5% | +14.3% | -7.8% | -0.8% |
| 6M | +14.4% | +4.0% | +10.4% | +11.3% |
| YTD | +24.8% | -3.7% | +28.5% | +25.9% |
| 1Y | +34.4% | -0.4% | +34.8% | +32.9% |
| 3Y | +43.6% | +23.3% | +20.3% | +25.0% |
| 5Y | +53.2% | -18.9% | +72.1% | +65.6% |
| All | +277.6% | +39.8% | +237.8% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling