+277.6%
UNP vs MXL
+313.4%
-35.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.2% |
| 7D | -1.8% | +18.9% | -20.7% | -3.5% |
| 30D | -2.7% | +0.3% | -3.0% | -3.2% |
| 3M | +6.5% | -8.0% | +14.5% | +4.8% |
| 6M | +14.4% | +341.2% | -326.9% | -11.6% |
| YTD | +24.8% | +327.8% | -303.0% | -3.6% |
| 1Y | +34.4% | +364.9% | -330.5% | +1.8% |
| 3Y | +43.6% | +229.2% | -185.6% | +4.8% |
| 5Y | +53.2% | +42.8% | +10.4% | +21.8% |
| All | +277.6% | +313.4% | -35.7% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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