+51.7%
UNP vs MTB
+103.4%
-51.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -2.1% | -4.6% | +2.5% | -0.6% |
| 3M | +5.4% | +6.3% | -0.8% | +3.1% |
| 6M | +13.4% | +15.6% | -2.2% | +7.7% |
| YTD | +25.0% | +20.6% | +4.4% | +16.9% |
| 1Y | +34.6% | +22.5% | +12.0% | +25.0% |
| 3Y | +43.6% | +114.4% | -70.8% | +11.1% |
| 5Y | +51.7% | +101.9% | -50.2% | +16.4% |
| All | +51.7% | +103.4% | -51.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling