+4.6%
UNH vs MDT
-19.9%
+24.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | -3.5% | +1.0% | -4.5% | -3.8% |
| 3M | -4.2% | +15.2% | -19.4% | -7.8% |
| 6M | +38.3% | +3.7% | +34.6% | +36.5% |
| YTD | +19.2% | -3.0% | +22.2% | +19.8% |
| 1Y | +15.0% | +2.5% | +12.5% | +13.8% |
| 3Y | -14.5% | +26.5% | -41.0% | -20.0% |
| 5Y | +4.6% | -18.3% | +22.9% | +11.7% |
| All | +4.6% | -19.9% | +24.5% | +11.7% |
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