+39.4%
UNP vs MP
-35.6%
+75.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.4% |
| 7D | +4.2% | +9.5% | -5.2% | +4.6% |
| 30D | +5.6% | -3.0% | +8.6% | +5.5% |
| 3M | +2.0% | -30.4% | +32.4% | +0.5% |
| 6M | +15.4% | -39.2% | +54.6% | +13.6% |
| YTD | +32.7% | -23.3% | +56.0% | +30.0% |
| 1Y | +39.4% | -32.6% | +72.1% | +36.3% |
| All | +39.4% | -35.6% | +75.0% | +36.3% |
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