+288.4%
UNP vs MDT
+61.0%
+227.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | -3.2% | +1.1% | -0.5% |
| 30D | +7.3% | +10.5% | -3.2% | +2.0% |
| 3M | +3.6% | +13.0% | -9.3% | -2.8% |
| 6M | +15.8% | +38.7% | -22.8% | -2.6% |
| YTD | +32.6% | +8.5% | +24.1% | +25.8% |
| 1Y | +37.2% | +10.0% | +27.2% | +29.1% |
| 3Y | +52.6% | +58.6% | -6.0% | +16.5% |
| 5Y | +40.6% | -0.3% | +40.9% | +36.0% |
| 10Y | +288.4% | +61.3% | +227.2% | +191.0% |
| All | +288.4% | +61.0% | +227.4% | +191.0% |
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