+39.3%
UNP vs MUB
+2.9%
+36.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.3% |
| 30D | +8.0% | +3.4% | +4.6% | +5.6% |
| 3M | +3.3% | -0.7% | +4.0% | +3.9% |
| 6M | +14.7% | -1.0% | +15.7% | +15.5% |
| YTD | +31.9% | 0.0% | +31.9% | +32.0% |
| 1Y | +37.1% | +0.4% | +36.7% | +36.9% |
| 3Y | +51.9% | +10.5% | +41.4% | +40.3% |
| 5Y | +39.3% | +3.1% | +36.2% | +25.1% |
| All | +39.3% | +2.9% | +36.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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