+54.0%
UNP vs MGY
+88.8%
-34.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.4% |
| 30D | -2.7% | +5.3% | -8.0% | -3.7% |
| 3M | +6.5% | +2.6% | +3.9% | +5.7% |
| 6M | +14.4% | -3.3% | +17.7% | +14.2% |
| YTD | +24.8% | +29.2% | -4.4% | +17.9% |
| 1Y | +34.4% | +18.0% | +16.4% | +28.9% |
| 3Y | +43.6% | +30.0% | +13.6% | +33.4% |
| All | +54.0% | +88.8% | -34.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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