+298.3%
UNP vs MPC
+1,096.9%
-798.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -4.6% | -16.2% | +11.6% | -0.1% |
| 30D | +5.6% | -15.7% | +21.4% | +10.2% |
| 3M | -1.3% | +24.9% | -26.2% | -8.0% |
| 6M | +9.2% | +52.7% | -43.4% | -4.2% |
| YTD | +27.3% | +131.9% | -104.5% | -1.9% |
| 1Y | +35.9% | +96.6% | -60.7% | +9.7% |
| 3Y | +45.5% | +163.8% | -118.3% | +4.9% |
| 5Y | +36.0% | +533.1% | -497.1% | -27.1% |
| All | +298.3% | +1,096.9% | -798.6% | +60.9% |
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