+298.3%
UNP vs MLM
+185.4%
+112.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | -4.6% | -4.1% | -0.4% | -2.9% |
| 30D | +5.6% | +8.2% | -2.5% | +2.2% |
| 3M | -1.3% | -3.6% | +2.3% | -0.1% |
| 6M | +9.2% | -15.6% | +24.8% | +15.9% |
| YTD | +27.3% | -16.4% | +43.8% | +35.1% |
| 1Y | +35.9% | -14.3% | +50.3% | +42.6% |
| 3Y | +45.5% | +19.3% | +26.1% | +30.4% |
| 5Y | +36.0% | +29.6% | +6.4% | +15.0% |
| All | +298.3% | +185.4% | +112.9% | +126.2% |
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