-13.0%
UNH vs M
+123.1%
-136.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +1.1% | +4.7% | -3.7% | +0.9% |
| 30D | -3.8% | -9.6% | +5.9% | -3.4% |
| 3M | +0.7% | +0.9% | -0.1% | +0.7% |
| 6M | +37.9% | +22.3% | +15.6% | +36.6% |
| YTD | +21.9% | +6.5% | +15.4% | +21.5% |
| 1Y | +31.4% | +38.8% | -7.4% | +29.7% |
| All | -13.0% | +123.1% | -136.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling