+6,323.4%
UNH vs MAR
+2,498.9%
+3,824.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.1% | -4.2% | +5.2% | +2.3% |
| 30D | -3.8% | -6.7% | +2.9% | -1.9% |
| 3M | +0.7% | -12.5% | +13.2% | +4.4% |
| 6M | +37.9% | +0.6% | +37.3% | +36.7% |
| YTD | +21.9% | +9.1% | +12.8% | +17.8% |
| 1Y | +31.4% | +26.2% | +5.2% | +21.3% |
| 3Y | -11.4% | +68.2% | -79.6% | -26.4% |
| 5Y | +2.5% | +163.9% | -161.4% | -28.0% |
| 10Y | +242.9% | +420.6% | -177.7% | +80.4% |
| All | +6,323.4% | +2,498.9% | +3,824.5% | +1,710.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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