+5.9%
UNH vs MA
+64.7%
-58.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.7% | -3.5% | +1.9% | -0.7% |
| 30D | -3.8% | +0.8% | -4.6% | -4.0% |
| 3M | -4.3% | +14.8% | -19.1% | -7.9% |
| 6M | +38.6% | +10.0% | +28.6% | +34.7% |
| YTD | +20.7% | -0.1% | +20.8% | +20.2% |
| 1Y | +16.0% | -2.2% | +18.2% | +16.1% |
| 3Y | -13.5% | +39.3% | -52.7% | -21.6% |
| All | +5.9% | +64.7% | -58.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling