+46.1%
UNP vs MDT
+30.6%
+15.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -5.3% | +3.2% | -8.6% | -6.3% |
| 30D | -1.5% | +9.5% | -11.1% | -4.5% |
| 3M | +10.3% | +16.0% | -5.7% | +4.6% |
| 6M | +9.7% | +0.2% | +9.5% | +9.7% |
| YTD | +27.1% | -0.3% | +27.4% | +27.0% |
| 1Y | +32.6% | +4.7% | +27.9% | +29.8% |
| All | +46.1% | +30.6% | +15.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling