-16.3%
UNH vs MKTX
-25.3%
+9.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.5% | +0.7% | -7.3% | -6.6% |
| 3M | -6.0% | +40.8% | -46.8% | -8.8% |
| 6M | +33.7% | -8.0% | +41.7% | +35.3% |
| YTD | +16.4% | -8.7% | +25.1% | +17.9% |
| 1Y | +10.1% | -11.8% | +21.9% | +11.9% |
| 3Y | -16.3% | -24.0% | +7.7% | -15.8% |
| All | -16.3% | -25.3% | +9.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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