+9,796.0%
UNP vs MDT
+8,606.5%
+1,189.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.1% | -3.7% | +5.8% | +3.2% |
| 30D | +7.7% | +8.6% | -0.8% | +5.2% |
| 3M | +4.0% | +12.2% | -8.1% | +0.6% |
| 6M | +15.7% | +33.7% | -18.1% | +6.2% |
| YTD | +33.5% | +7.8% | +25.7% | +29.9% |
| 1Y | +38.9% | +8.9% | +30.0% | +34.7% |
| 3Y | +53.7% | +57.6% | -4.0% | +33.9% |
| 5Y | +40.4% | -0.7% | +41.1% | +37.5% |
| 10Y | +291.1% | +60.3% | +230.8% | +238.9% |
| All | +9,796.0% | +8,606.5% | +1,189.6% | +4,108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling