+4,645.4%
UNP vs MET
+1,300.1%
+3,345.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -5.3% | +1.2% | -6.5% | -5.7% |
| 30D | -1.5% | +1.4% | -3.0% | -2.1% |
| 3M | +10.3% | +17.7% | -7.4% | +4.3% |
| 6M | +9.7% | +35.0% | -25.3% | -1.1% |
| YTD | +27.1% | +26.3% | +0.8% | +17.0% |
| 1Y | +32.6% | +22.8% | +9.8% | +23.0% |
| 3Y | +40.0% | +65.9% | -26.0% | +16.5% |
| 5Y | +50.8% | +85.4% | -34.5% | +19.8% |
| 10Y | +278.6% | +253.7% | +24.9% | +138.1% |
| All | +4,645.4% | +1,300.1% | +3,345.3% | +1,838.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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