+9,738.8%
UNP vs MTB
+7,638.9%
+2,099.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +4.2% | +1.5% | +2.7% | +3.6% |
| 30D | +5.6% | +2.3% | +3.2% | +4.7% |
| 3M | +2.0% | -12.1% | +14.2% | +7.0% |
| 6M | +15.4% | +9.8% | +5.6% | +11.1% |
| YTD | +32.7% | +12.0% | +20.7% | +26.7% |
| 1Y | +39.4% | +22.0% | +17.4% | +28.8% |
| 3Y | +54.3% | +107.6% | -53.3% | +14.9% |
| 5Y | +39.6% | +61.9% | -22.2% | +10.3% |
| 10Y | +288.9% | +116.3% | +172.6% | +158.3% |
| All | +9,738.8% | +7,638.9% | +2,099.9% | +2,545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling