+3.5%
UNH vs MDB
-24.3%
+27.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.7% | -4.5% | +2.9% | -1.5% |
| 30D | -3.8% | -14.0% | +10.2% | -3.5% |
| 3M | -4.3% | +5.3% | -9.6% | -4.7% |
| 6M | +38.6% | +31.9% | +6.7% | +36.6% |
| YTD | +20.7% | -14.6% | +35.3% | +20.4% |
| 1Y | +16.0% | +8.2% | +7.8% | +14.7% |
| 3Y | -13.5% | -5.0% | -8.5% | -15.3% |
| 5Y | +3.5% | -24.5% | +28.1% | +1.3% |
| All | +3.5% | -24.3% | +27.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling