-11.8%
UNH vs MDB
-5.6%
-6.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | +1.1% | -18.0% | +19.2% | +1.6% |
| 30D | -1.5% | -10.7% | +9.2% | -1.4% |
| 3M | -0.8% | +1.0% | -1.8% | -1.1% |
| 6M | +41.8% | +31.6% | +10.2% | +40.1% |
| YTD | +23.1% | -15.2% | +38.2% | +22.5% |
| 1Y | +28.5% | +10.1% | +18.4% | +27.2% |
| 3Y | -11.8% | -5.6% | -6.1% | -13.8% |
| All | -11.8% | -5.6% | -6.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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