+225.1%
UNH vs M
-5.1%
+230.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | +6.5% | +8.1% | -1.6% | +5.5% |
| 3M | +0.8% | +2.2% | -1.4% | +0.4% |
| 6M | +6.1% | +35.1% | -29.1% | +2.4% |
| YTD | +24.5% | +15.8% | +8.6% | +21.8% |
| 1Y | +26.3% | +25.8% | +0.5% | +22.5% |
| 3Y | -20.7% | +156.2% | -177.0% | -30.9% |
| 5Y | -3.6% | -2.4% | -1.2% | -9.1% |
| 10Y | +225.1% | -7.1% | +232.2% | +150.2% |
| All | +225.1% | -5.1% | +230.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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