+278.9%
UNP vs MKC
+25.8%
+253.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +4.2% | -3.0% | +7.2% | +5.1% |
| 30D | +5.6% | +4.8% | +0.8% | +4.1% |
| 3M | +2.0% | -12.8% | +14.9% | +5.9% |
| 6M | +15.4% | +5.0% | +10.4% | +13.0% |
| YTD | +32.7% | -29.1% | +61.8% | +45.1% |
| 1Y | +39.4% | -26.4% | +65.8% | +50.6% |
| 3Y | +54.3% | -21.6% | +75.9% | +62.0% |
| 5Y | +39.6% | -35.2% | +74.9% | +53.5% |
| All | +278.9% | +25.8% | +253.1% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling