+24.6%
UNP vs MULL
+2,620.5%
-2,595.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.4% |
| 7D | -1.7% | +14.8% | -16.5% | -2.0% |
| 30D | -2.1% | +36.6% | -38.7% | -2.7% |
| 3M | +5.4% | -8.9% | +14.3% | +4.8% |
| 6M | +13.4% | +311.9% | -298.6% | +6.5% |
| YTD | +25.0% | +579.8% | -554.9% | +13.9% |
| 1Y | +34.6% | +2,421.5% | -2,387.0% | +12.3% |
| All | +24.6% | +2,620.5% | -2,595.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling