+19,148.4%
UNH vs M
+439.9%
+18,708.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +6.5% | +8.1% | -1.6% | +4.8% |
| 3M | +0.8% | +2.2% | -1.4% | +0.1% |
| 6M | +6.1% | +35.1% | -29.1% | -0.3% |
| YTD | +24.5% | +15.8% | +8.6% | +19.7% |
| 1Y | +26.3% | +25.8% | +0.5% | +19.5% |
| 3Y | -20.7% | +156.2% | -177.0% | -37.5% |
| 5Y | -3.6% | -2.4% | -1.2% | -14.4% |
| 10Y | +225.1% | -7.1% | +232.2% | +145.8% |
| All | +19,148.4% | +439.9% | +18,708.6% | +5,660.4% |
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