+35.6%
UNP vs MMM
+10.4%
+25.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -1.1% | -8.0% | +6.9% | +0.7% |
| 3M | +7.9% | +9.4% | -1.5% | +5.0% |
| 6M | +14.6% | +10.2% | +4.4% | +11.2% |
| YTD | +26.6% | +6.1% | +20.5% | +24.2% |
| 1Y | +35.6% | +10.8% | +24.8% | +32.9% |
| All | +35.6% | +10.4% | +25.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling