-16.3%
UNH vs MCO
+42.6%
-58.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | -4.5% | -3.8% | -0.8% | -3.9% |
| 30D | -6.5% | -0.4% | -6.1% | -6.5% |
| 3M | -6.0% | +7.7% | -13.7% | -7.5% |
| 6M | +33.7% | +7.0% | +26.7% | +31.4% |
| YTD | +16.4% | -6.4% | +22.8% | +17.4% |
| 1Y | +10.1% | -7.6% | +17.7% | +11.1% |
| 3Y | -16.3% | +43.2% | -59.5% | -19.7% |
| All | -16.3% | +42.6% | -58.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling