+5,744.5%
MU vs UNH
+243.5%
+5,501.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.5% |
| 7D | +2.0% | -3.2% | +5.2% | +3.0% |
| 30D | +12.5% | -3.5% | +16.0% | +13.6% |
| 3M | +9.6% | -4.2% | +13.8% | +10.7% |
| 6M | +142.6% | +38.3% | +104.3% | +116.7% |
| YTD | +242.7% | +19.2% | +223.4% | +216.9% |
| 1Y | +599.3% | +15.0% | +584.3% | +552.1% |
| 3Y | +1,308.3% | -14.5% | +1,322.8% | +1,229.7% |
| 5Y | +1,263.7% | +4.6% | +1,259.1% | +1,007.5% |
| All | +5,744.5% | +243.5% | +5,501.0% | +2,628.5% |
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