+293.8%
UNP vs MMM
+88.0%
+205.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.5% |
| 7D | -3.3% | +5.8% | -9.0% | -5.8% |
| 30D | +6.7% | +17.9% | -11.2% | -1.2% |
| 3M | +1.8% | +3.6% | -1.8% | -0.2% |
| 6M | +13.3% | +32.9% | -19.6% | -1.4% |
| YTD | +30.3% | +19.5% | +10.9% | +18.5% |
| 1Y | +36.9% | +16.5% | +20.4% | +25.8% |
| 3Y | +50.9% | +167.2% | -116.2% | -12.9% |
| 5Y | +37.9% | +48.2% | -10.3% | +9.6% |
| 10Y | +293.8% | +83.0% | +210.8% | +154.5% |
| All | +293.8% | +88.0% | +205.7% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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