+52.2%
UNP vs MLM
+41.9%
+10.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.3% |
| 30D | -1.5% | -6.8% | +5.3% | +1.0% |
| 3M | +10.3% | -11.2% | +21.5% | +14.6% |
| 6M | +9.7% | -21.8% | +31.5% | +19.6% |
| YTD | +27.1% | -17.0% | +44.1% | +34.9% |
| 1Y | +32.6% | -16.4% | +48.9% | +40.0% |
| 3Y | +40.0% | +14.5% | +25.5% | +27.3% |
| All | +52.2% | +41.9% | +10.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling