+236.3%
UNH vs M
-10.0%
+246.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.7% |
| 7D | -3.2% | -8.8% | +5.6% | -2.3% |
| 30D | -3.5% | -16.4% | +12.9% | -1.7% |
| 3M | -4.2% | -10.8% | +6.6% | -3.2% |
| 6M | +38.3% | +16.1% | +22.2% | +35.7% |
| YTD | +19.2% | -5.3% | +24.5% | +19.2% |
| 1Y | +15.0% | +24.9% | -9.9% | +11.5% |
| 3Y | -14.5% | +97.5% | -112.1% | -23.6% |
| 5Y | +4.6% | +20.4% | -15.8% | -5.4% |
| All | +236.3% | -10.0% | +246.3% | +159.1% |
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