+4,407.5%
MU vs UNH
+226.7%
+4,180.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +12.8% | +3.4% | +9.4% | +11.6% |
| 30D | -14.9% | +3.0% | -17.9% | -15.6% |
| 3M | -18.0% | +2.7% | -20.8% | -18.9% |
| 6M | -3.1% | +2.8% | -5.9% | -4.6% |
| YTD | +172.9% | +25.9% | +147.0% | +148.1% |
| 1Y | +228.8% | +25.8% | +203.0% | +198.1% |
| 3Y | +950.8% | -20.0% | +970.9% | +943.7% |
| 5Y | +931.3% | -2.8% | +934.1% | +790.2% |
| All | +4,407.5% | +226.7% | +4,180.8% | +2,417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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