+39.6%
UNP vs MLM
+30.6%
+9.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.2% | +1.7% | -1.5% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | +7.7% | +7.9% | -0.2% | +4.6% |
| 3M | +1.3% | -4.5% | +5.7% | +2.8% |
| 6M | +14.0% | -12.6% | +26.6% | +19.0% |
| YTD | +30.8% | -14.9% | +45.6% | +37.3% |
| 1Y | +40.0% | -13.1% | +53.0% | +45.6% |
| 3Y | +50.1% | +21.2% | +28.8% | +33.1% |
| 5Y | +39.6% | +32.0% | +7.6% | +14.4% |
| All | +39.6% | +30.6% | +9.0% | +14.4% |
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