+32.3%
UNP vs MULL
+1,230.7%
-1,198.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.5% |
| 7D | +4.2% | +24.5% | -20.3% | +3.9% |
| 30D | +5.6% | -35.5% | +41.1% | +5.9% |
| 3M | +2.0% | -44.8% | +46.8% | +2.4% |
| 6M | +15.4% | -45.5% | +60.9% | +14.3% |
| YTD | +32.7% | +232.5% | -199.8% | +21.7% |
| 1Y | +39.4% | +343.3% | -303.8% | +25.6% |
| All | +32.3% | +1,230.7% | -1,198.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling