+228.4%
UNH vs MCHP
+207.0%
+21.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.0% | -3.0% |
| 7D | -4.5% | 0.0% | -4.6% | -4.6% |
| 30D | -6.5% | -6.0% | -0.5% | -5.6% |
| 3M | -6.0% | -19.7% | +13.7% | -3.2% |
| 6M | +33.7% | +14.0% | +19.6% | +28.1% |
| YTD | +16.4% | +18.4% | -2.0% | +10.4% |
| 1Y | +10.1% | +17.1% | -7.0% | +4.2% |
| 3Y | -16.3% | +0.7% | -17.0% | -21.8% |
| 5Y | +2.1% | +5.1% | -3.0% | -9.8% |
| All | +228.4% | +207.0% | +21.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 10y: compounded portfolio wealth divided by compounded MCHP 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…
10y analysis · Full analysis span regression · 6 months rolling