+277.6%
UNP vs MKC
+29.9%
+247.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | -1.5% | -0.3% | -1.4% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | +6.5% | +5.2% | +1.3% | +4.5% |
| 6M | +14.4% | -12.8% | +27.2% | +18.3% |
| YTD | +24.8% | -23.3% | +48.1% | +33.6% |
| 1Y | +34.4% | -24.1% | +58.5% | +44.1% |
| 3Y | +43.6% | -32.1% | +75.7% | +57.9% |
| 5Y | +53.2% | -32.8% | +86.0% | +67.0% |
| All | +277.6% | +29.9% | +247.8% | +252.5% |
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