+7,429.5%
UNH vs MCO
+7,404.7%
+24.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -4.5% | -3.8% | -0.8% | -3.4% |
| 30D | -6.5% | -0.4% | -6.1% | -6.5% |
| 3M | -6.0% | +7.7% | -13.7% | -8.6% |
| 6M | +33.7% | +7.0% | +26.7% | +29.9% |
| YTD | +16.4% | -6.4% | +22.8% | +17.6% |
| 1Y | +10.1% | -7.6% | +17.7% | +11.6% |
| 3Y | -16.3% | +43.2% | -59.5% | -27.8% |
| 5Y | +2.1% | +29.6% | -27.5% | -10.9% |
| 10Y | +233.1% | +389.2% | -156.2% | +88.6% |
| All | +7,429.5% | +7,404.7% | +24.8% | +1,486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling