+9,151.9%
UNP vs MRSH
+3,263.4%
+5,888.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.8% | -4.8% | +3.0% | +0.1% |
| 30D | -2.7% | -6.3% | +3.6% | -0.3% |
| 3M | +6.5% | +5.8% | +0.7% | +3.7% |
| 6M | +14.4% | +2.8% | +11.6% | +12.2% |
| YTD | +24.8% | -3.1% | +27.9% | +25.0% |
| 1Y | +34.4% | -11.3% | +45.7% | +39.0% |
| 3Y | +43.6% | -5.0% | +48.6% | +43.6% |
| 5Y | +53.2% | +19.2% | +34.0% | +39.5% |
| 10Y | +282.1% | +217.4% | +64.7% | +141.6% |
| All | +9,151.9% | +3,263.4% | +5,888.5% | +2,446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling