+1,530.3%
UNP vs MUB
+76.3%
+1,454.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.3% | -0.9% | -4.5% | -5.1% |
| 30D | -1.5% | -1.4% | -0.1% | -1.1% |
| 3M | +10.3% | -2.2% | +12.4% | +11.1% |
| 6M | +9.7% | -1.9% | +11.5% | +10.4% |
| YTD | +27.1% | -0.8% | +27.9% | +27.4% |
| 1Y | +32.6% | +2.7% | +29.8% | +31.4% |
| 3Y | +40.0% | +8.6% | +31.4% | +36.2% |
| 5Y | +50.8% | +2.0% | +48.8% | +49.1% |
| 10Y | +278.6% | +17.9% | +260.7% | +268.6% |
| All | +1,530.3% | +76.3% | +1,454.0% | +1,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling