+16.0%
UNH vs MCD
-16.5%
+32.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -3.8% | -6.7% | +2.9% | -3.1% |
| 3M | -4.3% | -9.6% | +5.3% | -3.2% |
| 6M | +38.6% | -22.3% | +60.9% | +45.4% |
| YTD | +20.7% | -15.4% | +36.1% | +22.2% |
| 1Y | +16.0% | -16.8% | +32.8% | +19.9% |
| All | +16.0% | -16.5% | +32.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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