+26.7%
UNP vs MULL
+2,561.4%
-2,534.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.8% | -11.6% | 0.0% |
| 7D | -5.3% | +17.3% | -22.7% | -5.6% |
| 30D | -1.5% | +23.5% | -25.0% | -1.9% |
| 3M | +10.3% | -24.0% | +34.2% | +9.9% |
| 6M | +9.7% | +276.7% | -267.1% | +3.2% |
| YTD | +27.1% | +565.1% | -538.0% | +15.9% |
| 1Y | +32.6% | +2,802.6% | -2,770.0% | +9.5% |
| All | +26.7% | +2,561.4% | -2,534.6% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling