+43.4%
UNP vs MPC
+181.4%
-138.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | +5.4% | -10.8% | -6.3% |
| 30D | -1.5% | +31.0% | -32.5% | -6.5% |
| 3M | +10.3% | +46.0% | -35.8% | +2.2% |
| 6M | +9.7% | +77.3% | -67.6% | -3.0% |
| YTD | +27.1% | +141.9% | -114.8% | +4.1% |
| 1Y | +32.6% | +120.9% | -88.3% | +10.5% |
| All | +43.4% | +181.4% | -138.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling