+225.1%
UNH vs MA
+574.5%
-349.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | +6.5% | +11.0% | -4.6% | +1.9% |
| 3M | +0.8% | +17.9% | -17.1% | -5.9% |
| 6M | +6.1% | +33.2% | -27.1% | -6.2% |
| YTD | +24.5% | +16.5% | +8.0% | +16.0% |
| 1Y | +26.3% | +19.1% | +7.2% | +16.7% |
| 3Y | -20.7% | +70.6% | -91.3% | -38.3% |
| 5Y | -3.6% | +92.1% | -95.7% | -31.0% |
| 10Y | +225.1% | +569.6% | -344.5% | +56.4% |
| All | +225.1% | +574.5% | -349.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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