+225.1%
UNH vs MLM
+140.5%
+84.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -1.6% | -5.8% | +4.3% | 0.0% |
| 30D | +6.5% | +9.8% | -3.4% | +3.8% |
| 3M | +0.8% | -5.2% | +6.0% | +2.0% |
| 6M | +6.1% | -10.3% | +16.3% | +8.4% |
| YTD | +24.5% | -15.5% | +39.9% | +28.6% |
| 1Y | +26.3% | -15.0% | +41.4% | +30.3% |
| 3Y | -20.7% | +17.5% | -38.2% | -26.9% |
| 5Y | -3.6% | +30.5% | -34.1% | -15.7% |
| 10Y | +225.1% | +145.5% | +79.5% | +110.1% |
| All | +225.1% | +140.5% | +84.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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