+10,014.6%
UNH vs MLM
+3,041.7%
+6,972.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +0.2% | -2.9% | +3.0% | +0.9% |
| 30D | +6.8% | +10.4% | -3.6% | +4.0% |
| 3M | -0.3% | -3.7% | +3.5% | +0.5% |
| 6M | +7.9% | -10.3% | +18.1% | +10.2% |
| YTD | +25.1% | -14.8% | +40.0% | +28.9% |
| 1Y | +29.3% | -13.9% | +43.2% | +32.8% |
| 3Y | -20.3% | +18.4% | -38.7% | -25.9% |
| 5Y | -3.6% | +31.8% | -35.4% | -14.6% |
| 10Y | +227.5% | +143.4% | +84.1% | +132.7% |
| All | +10,014.6% | +3,041.7% | +6,972.9% | +3,883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling