+105.9%
UNP vs MP
+271.0%
-165.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | +7.3% | -15.3% | +22.6% | +8.2% |
| 3M | +3.6% | -33.5% | +37.1% | +5.8% |
| 6M | +15.8% | -45.5% | +61.4% | +19.1% |
| YTD | +32.6% | -27.3% | +59.9% | +32.7% |
| 1Y | +37.2% | -40.7% | +77.9% | +39.0% |
| 3Y | +52.6% | +145.9% | -93.2% | +30.3% |
| 5Y | +40.6% | -13.9% | +54.5% | +28.2% |
| All | +105.9% | +271.0% | -165.1% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling