+40.4%
UNP vs MP
-13.5%
+54.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | +2.1% | +11.0% | -8.9% | +1.4% |
| 30D | +7.7% | -11.7% | +19.5% | +8.4% |
| 3M | +4.0% | -30.8% | +34.8% | +6.1% |
| 6M | +15.7% | -42.9% | +58.6% | +19.0% |
| YTD | +33.5% | -25.9% | +59.4% | +33.3% |
| 1Y | +38.9% | -37.3% | +76.2% | +40.3% |
| 3Y | +53.7% | +150.7% | -97.0% | +22.8% |
| 5Y | +40.4% | -19.3% | +59.7% | +26.7% |
| All | +40.4% | -13.5% | +54.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling