+1,128.8%
UNH vs MA
+17,922.8%
-16,793.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +4.8% | +11.3% | -6.5% | +0.9% |
| 3M | -1.7% | +16.7% | -18.4% | -7.0% |
| 6M | +5.9% | +32.8% | -26.9% | -4.5% |
| YTD | +22.8% | +15.6% | +7.2% | +16.0% |
| 1Y | +25.9% | +19.6% | +6.3% | +17.5% |
| 3Y | -21.4% | +72.1% | -93.5% | -36.4% |
| 5Y | -6.3% | +96.0% | -102.3% | -29.2% |
| 10Y | +231.0% | +554.8% | -323.8% | +62.7% |
| All | +1,128.8% | +17,922.8% | -16,793.9% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling