+9,321.7%
UNP vs MMM
+2,854.2%
+6,467.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -5.3% | -3.3% | -2.0% | -3.8% |
| 30D | -1.5% | -7.0% | +5.5% | +1.9% |
| 3M | +10.3% | +10.8% | -0.6% | +4.4% |
| 6M | +9.7% | +5.8% | +3.9% | +5.9% |
| YTD | +27.1% | +6.8% | +20.3% | +21.8% |
| 1Y | +32.6% | +10.4% | +22.2% | +24.3% |
| 3Y | +40.0% | +104.7% | -64.7% | -7.4% |
| 5Y | +50.8% | +23.6% | +27.3% | +26.5% |
| 10Y | +278.6% | +54.1% | +224.5% | +176.4% |
| All | +9,321.7% | +2,854.2% | +6,467.5% | +1,978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling