+35.6%
UNP vs MULL
+2,040.8%
-2,005.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.3% | +9.7% | +0.3% |
| 7D | -1.2% | +3.6% | -4.8% | -1.1% |
| 30D | -2.0% | +22.0% | -24.0% | -1.8% |
| 3M | +7.5% | -8.6% | +16.2% | +8.0% |
| 6M | +15.3% | +248.5% | -233.2% | +17.2% |
| YTD | +25.4% | +516.3% | -490.9% | +27.9% |
| 1Y | +35.6% | +2,036.6% | -2,001.0% | +38.6% |
| All | +35.6% | +2,040.8% | -2,005.2% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling