+50.0%
UNP vs MDT
-19.6%
+69.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | +6.0% | -7.1% | -3.2% |
| 3M | +7.9% | +15.5% | -7.7% | +2.2% |
| 6M | +14.6% | +3.4% | +11.2% | +12.9% |
| YTD | +26.6% | -2.2% | +28.7% | +26.9% |
| 1Y | +35.6% | +2.6% | +33.0% | +33.3% |
| 3Y | +45.5% | +27.5% | +18.0% | +31.1% |
| 5Y | +50.0% | -20.1% | +70.1% | +60.3% |
| All | +50.0% | -19.6% | +69.6% | +60.3% |
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 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