+18.7%
UNH vs MDLN
-7.5%
+26.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.4% |
| 7D | -3.2% | -11.5% | +8.3% | -3.7% |
| 30D | -3.5% | -7.6% | +4.1% | -3.8% |
| 3M | -4.2% | -11.4% | +7.2% | -4.1% |
| 6M | +38.3% | -24.5% | +62.8% | +33.6% |
| YTD | +19.2% | -22.9% | +42.1% | +14.9% |
| All | +18.7% | -7.5% | +26.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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