+18,755.3%
UNH vs M
+396.5%
+18,358.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +1.1% | +4.7% | -3.7% | +0.2% |
| 30D | -3.8% | -9.6% | +5.9% | -2.1% |
| 3M | +0.7% | +0.9% | -0.1% | +0.2% |
| 6M | +37.9% | +22.3% | +15.6% | +32.1% |
| YTD | +21.9% | +6.5% | +15.4% | +19.3% |
| 1Y | +31.4% | +38.8% | -7.4% | +22.2% |
| 3Y | -11.4% | +115.9% | -127.3% | -28.0% |
| 5Y | +2.5% | +28.6% | -26.1% | -14.7% |
| 10Y | +242.9% | -2.5% | +245.4% | +155.5% |
| All | +18,755.3% | +396.5% | +18,358.8% | +5,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling