+271.8%
UNP vs MPC
+1,138.6%
-866.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -0.7% | +3.9% | -4.6% | -1.8% |
| 30D | -1.1% | +33.8% | -34.9% | -9.0% |
| 3M | +7.9% | +49.9% | -42.0% | -4.0% |
| 6M | +14.6% | +80.9% | -66.3% | -4.0% |
| YTD | +26.6% | +147.4% | -120.8% | -3.5% |
| 1Y | +35.6% | +123.2% | -87.6% | +6.1% |
| 3Y | +45.5% | +171.7% | -126.2% | +4.9% |
| 5Y | +50.0% | +678.6% | -628.6% | -23.7% |
| 10Y | +271.8% | +1,134.0% | -862.2% | +49.7% |
| All | +271.8% | +1,138.6% | -866.8% | +49.7% |
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