+137,274.2%
UNH vs MKC
+3,364.7%
+133,909.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +1.1% | -4.3% | +5.5% | +2.4% |
| 30D | -1.5% | -2.0% | +0.5% | -1.0% |
| 3M | -0.8% | +10.0% | -10.8% | -3.7% |
| 6M | +41.8% | -18.5% | +60.3% | +49.2% |
| YTD | +23.1% | -22.4% | +45.5% | +30.4% |
| 1Y | +28.5% | -23.6% | +52.1% | +36.4% |
| 3Y | -11.8% | -30.4% | +18.7% | -5.3% |
| 5Y | +5.3% | -34.2% | +39.5% | +13.5% |
| 10Y | +247.4% | +26.8% | +220.6% | +204.4% |
| All | +137,274.2% | +3,364.7% | +133,909.4% | +45,153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling