+37.1%
UNP vs MPC
+104.9%
-67.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | -8.8% | +7.9% | -0.7% |
| 30D | +8.0% | -14.4% | +22.4% | +8.4% |
| 3M | +3.3% | +21.9% | -18.6% | +1.9% |
| 6M | +14.7% | +60.1% | -45.4% | +11.1% |
| YTD | +31.9% | +142.3% | -110.4% | +18.4% |
| 1Y | +37.1% | +101.7% | -64.6% | +27.4% |
| All | +37.1% | +104.9% | -67.8% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling