+9,740.7%
UNH vs MLM
+2,981.8%
+6,758.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.2% | -4.1% | +1.0% | -2.1% |
| 30D | +4.8% | +8.2% | -3.3% | +2.6% |
| 3M | -1.8% | -3.6% | +1.8% | -1.1% |
| 6M | +8.6% | -15.6% | +24.2% | +12.7% |
| YTD | +21.8% | -16.4% | +38.2% | +26.1% |
| 1Y | +25.8% | -14.3% | +40.2% | +29.4% |
| 3Y | -21.3% | +19.3% | -40.6% | -27.0% |
| 5Y | -5.3% | +29.6% | -34.9% | -15.8% |
| 10Y | +238.1% | +189.9% | +48.2% | +129.0% |
| All | +9,740.7% | +2,981.8% | +6,758.9% | +3,795.3% |
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