-13.2%
UNH vs MDT
+26.2%
-39.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -3.8% | +2.8% | -6.6% | -4.6% |
| 3M | -4.3% | +13.1% | -17.4% | -7.7% |
| 6M | +38.6% | +2.3% | +36.3% | +37.6% |
| YTD | +20.7% | -2.7% | +23.4% | +21.7% |
| 1Y | +16.0% | +0.9% | +15.1% | +15.5% |
| All | -13.2% | +26.2% | -39.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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