+293.8%
UNP vs MPC
+1,165.8%
-872.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.1% |
| 7D | -3.3% | -9.4% | +6.2% | -0.8% |
| 30D | +6.7% | -14.3% | +21.0% | +10.8% |
| 3M | +1.8% | +31.1% | -29.3% | -6.4% |
| 6M | +13.3% | +60.3% | -46.9% | -1.9% |
| YTD | +30.3% | +142.5% | -112.2% | -0.7% |
| 1Y | +36.9% | +104.6% | -67.7% | +9.4% |
| 3Y | +50.9% | +191.7% | -140.8% | +5.9% |
| 5Y | +37.9% | +549.2% | -511.3% | -26.4% |
| 10Y | +293.8% | +1,106.2% | -812.4% | +60.2% |
| All | +293.8% | +1,165.8% | -872.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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