+3,026.6%
UNP vs MOH
+1,330.6%
+1,696.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -2.0% | +3.0% | -4.9% | -2.6% |
| 3M | +7.5% | +1.2% | +6.3% | +6.8% |
| 6M | +15.3% | +41.7% | -26.4% | +7.9% |
| YTD | +25.4% | +15.4% | +10.0% | +20.0% |
| 1Y | +35.6% | +11.8% | +23.8% | +29.7% |
| 3Y | +44.1% | -37.5% | +81.7% | +47.1% |
| 5Y | +54.0% | -20.6% | +74.6% | +48.8% |
| 10Y | +283.9% | +255.8% | +28.1% | +174.2% |
| All | +3,026.6% | +1,330.6% | +1,696.0% | +1,604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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