+284.1%
UNP vs MLM
+149.0%
+135.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.9% | -2.9% | +1.9% | +0.3% |
| 30D | +8.0% | +10.4% | -2.4% | +3.7% |
| 3M | +3.3% | -3.7% | +7.1% | +4.7% |
| 6M | +14.7% | -10.3% | +25.0% | +18.7% |
| YTD | +31.9% | -14.8% | +46.7% | +38.9% |
| 1Y | +37.1% | -13.9% | +51.0% | +43.6% |
| 3Y | +51.9% | +18.4% | +33.5% | +36.6% |
| 5Y | +39.3% | +31.8% | +7.5% | +16.9% |
| 10Y | +284.1% | +143.4% | +140.7% | +129.1% |
| All | +284.1% | +149.0% | +135.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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