+228.4%
UNH vs MKC
+29.9%
+198.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.5% | -1.5% | -3.1% | -4.2% |
| 30D | -6.5% | -3.1% | -3.4% | -5.8% |
| 3M | -6.0% | +5.2% | -11.2% | -7.5% |
| 6M | +33.7% | -12.8% | +46.5% | +38.2% |
| YTD | +16.4% | -23.3% | +39.7% | +24.1% |
| 1Y | +10.1% | -24.1% | +34.2% | +17.5% |
| 3Y | -16.3% | -32.1% | +15.8% | -8.8% |
| 5Y | +2.1% | -32.8% | +34.9% | +9.7% |
| All | +228.4% | +29.9% | +198.5% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling