+32.6%
UNP vs MKTX
-8.5%
+41.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.3% | +0.4% | -5.8% | -5.3% |
| 30D | -1.5% | +1.1% | -2.6% | -1.5% |
| 3M | +10.3% | +36.1% | -25.8% | +10.6% |
| 6M | +9.7% | -12.9% | +22.5% | +13.7% |
| YTD | +27.1% | -8.5% | +35.6% | +31.2% |
| 1Y | +32.6% | -7.5% | +40.1% | +35.6% |
| All | +32.6% | -8.5% | +41.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling