+9,754.7%
UNH vs MLM
+2,961.7%
+6,793.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | -3.8% | -6.8% | +3.0% | -2.1% |
| 3M | +0.7% | -11.2% | +12.0% | +3.5% |
| 6M | +37.9% | -21.8% | +59.7% | +46.0% |
| YTD | +21.9% | -17.0% | +38.9% | +26.6% |
| 1Y | +31.4% | -16.4% | +47.7% | +36.0% |
| 3Y | -11.4% | +14.5% | -25.9% | -17.0% |
| 5Y | +2.5% | +41.7% | -39.2% | -11.0% |
| 10Y | +242.9% | +200.0% | +42.8% | +130.2% |
| All | +9,754.7% | +2,961.7% | +6,793.0% | +3,813.1% |
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 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