+16.0%
UNH vs MA
-2.1%
+18.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -1.7% | -3.5% | +1.9% | -0.4% |
| 30D | -3.8% | +0.8% | -4.6% | -4.1% |
| 3M | -4.3% | +14.8% | -19.1% | -9.5% |
| 6M | +38.6% | +10.0% | +28.6% | +33.0% |
| YTD | +20.7% | -0.1% | +20.8% | +22.5% |
| 1Y | +16.0% | -2.2% | +18.2% | +17.3% |
| All | +16.0% | -2.1% | +18.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling