+5.3%
UNH vs M
+24.8%
-19.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +1.1% | +2.4% | -1.2% | +1.0% |
| 30D | -1.5% | -11.6% | +10.1% | -0.9% |
| 3M | -0.8% | +1.6% | -2.5% | -1.0% |
| 6M | +41.8% | +25.2% | +16.6% | +39.9% |
| YTD | +23.1% | +3.8% | +19.3% | +22.5% |
| 1Y | +28.5% | +36.3% | -7.8% | +26.1% |
| 3Y | -11.8% | +116.3% | -128.1% | -16.8% |
| 5Y | +5.3% | +28.2% | -22.8% | +0.2% |
| All | +5.3% | +24.8% | -19.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling