+97.8%
UNP vs MP
+257.7%
-159.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.6% | -2.9% |
| 7D | -4.6% | -10.5% | +6.0% | -4.0% |
| 30D | +5.6% | -23.5% | +29.2% | +7.1% |
| 3M | -1.3% | -25.4% | +24.1% | 0.0% |
| 6M | +9.2% | -51.3% | +60.5% | +13.1% |
| YTD | +27.3% | -29.9% | +57.2% | +27.7% |
| 1Y | +35.9% | -31.8% | +67.8% | +36.2% |
| 3Y | +45.5% | +127.0% | -81.5% | +24.9% |
| 5Y | +36.0% | -3.3% | +39.3% | +23.5% |
| All | +97.8% | +257.7% | -159.9% | +60.2% |
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