+236.3%
UNH vs MMM
+53.9%
+182.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.2% | -3.2% | +0.1% | -2.1% |
| 30D | -3.5% | -10.7% | +7.2% | +0.1% |
| 3M | -4.2% | +4.3% | -8.4% | -5.6% |
| 6M | +38.3% | +5.9% | +32.4% | +35.1% |
| YTD | +19.2% | +3.2% | +16.1% | +17.1% |
| 1Y | +15.0% | +8.0% | +7.0% | +11.1% |
| 3Y | -14.5% | +99.1% | -113.6% | -36.3% |
| 5Y | +4.6% | +25.7% | -21.2% | -4.8% |
| All | +236.3% | +53.9% | +182.5% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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