+9,283.7%
UNP vs MKC
+3,364.7%
+5,918.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | -4.3% | +3.6% | +0.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.7% |
| 3M | +7.9% | +10.0% | -2.1% | +4.9% |
| 6M | +14.6% | -18.5% | +33.2% | +20.0% |
| YTD | +26.6% | -22.4% | +49.0% | +33.9% |
| 1Y | +35.6% | -23.6% | +59.2% | +43.7% |
| 3Y | +45.5% | -30.4% | +75.9% | +56.5% |
| 5Y | +50.0% | -34.2% | +84.2% | +62.3% |
| 10Y | +271.8% | +26.8% | +245.0% | +234.9% |
| All | +9,283.7% | +3,364.7% | +5,918.9% | +4,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling