+40.6%
UNP vs MDT
-2.6%
+43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | -3.2% | +1.1% | -1.0% |
| 30D | +7.3% | +10.5% | -3.2% | +3.6% |
| 3M | +3.6% | +13.0% | -9.3% | -0.8% |
| 6M | +15.8% | +38.7% | -22.8% | +2.7% |
| YTD | +32.6% | +8.5% | +24.1% | +28.2% |
| 1Y | +37.2% | +10.0% | +27.2% | +31.8% |
| 3Y | +52.6% | +58.6% | -6.0% | +27.3% |
| 5Y | +40.6% | -0.3% | +40.9% | +35.9% |
| All | +40.6% | -2.6% | +43.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling