+38.0%
UNP vs MLM
-14.9%
+52.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.1% | -5.8% | +3.7% | -0.4% |
| 30D | +7.3% | +9.8% | -2.5% | +4.8% |
| 3M | +3.6% | -5.2% | +8.8% | +5.2% |
| 6M | +15.8% | -10.3% | +26.1% | +19.0% |
| YTD | +32.6% | -15.5% | +48.0% | +36.9% |
| All | +38.0% | -14.9% | +52.9% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling