+277.6%
UNP vs MRSH
+218.8%
+58.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.8% | -4.8% | +3.0% | +0.9% |
| 30D | -2.7% | -6.3% | +3.6% | +0.8% |
| 3M | +6.5% | +5.8% | +0.7% | +2.4% |
| 6M | +14.4% | +2.8% | +11.6% | +11.0% |
| YTD | +24.8% | -3.1% | +27.9% | +24.8% |
| 1Y | +34.4% | -11.3% | +45.7% | +41.1% |
| 3Y | +43.6% | -5.0% | +48.6% | +42.0% |
| 5Y | +53.2% | +19.2% | +34.0% | +28.2% |
| All | +277.6% | +218.8% | +58.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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