+281.1%
UNP vs MLM
+140.0%
+141.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +2.1% | -2.0% | +4.1% | +2.9% |
| 30D | +7.7% | +9.5% | -1.8% | +3.7% |
| 3M | +4.0% | -4.7% | +8.8% | +5.8% |
| 6M | +15.7% | -10.7% | +26.4% | +19.9% |
| YTD | +33.5% | -16.6% | +50.1% | +41.7% |
| 1Y | +38.9% | -15.4% | +54.3% | +46.6% |
| 3Y | +53.7% | +15.9% | +37.7% | +39.4% |
| 5Y | +40.4% | +27.1% | +13.3% | +19.7% |
| All | +281.1% | +140.0% | +141.1% | +128.1% |
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