+32.6%
UNP vs MP
-17.4%
+50.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -5.3% | -2.9% | -2.5% | -5.4% |
| 30D | -1.5% | +13.8% | -15.4% | -1.1% |
| 3M | +10.3% | -16.7% | +27.0% | +10.2% |
| 6M | +9.7% | -11.5% | +21.2% | +9.4% |
| YTD | +27.1% | +7.9% | +19.2% | +26.2% |
| 1Y | +32.6% | -15.0% | +47.6% | +32.6% |
| All | +32.6% | -17.4% | +50.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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