-1.1%
UNH vs MDT
+0.7%
-1.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | +3.4% | +1.0% | +2.3% | +3.1% |
| 30D | +3.0% | +9.2% | -6.2% | +0.6% |
| 3M | +2.7% | +14.5% | -11.8% | -1.0% |
| 6M | +2.8% | +37.3% | -34.5% | -5.6% |
| YTD | +25.9% | +9.8% | +16.1% | +22.4% |
| 1Y | +25.8% | +10.5% | +15.3% | +22.0% |
| 3Y | -20.0% | +57.4% | -77.5% | -29.0% |
| All | -1.1% | +0.7% | -1.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling