-13.2%
UNH vs MMM
+99.5%
-112.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | -3.8% | -9.3% | +5.5% | -2.5% |
| 3M | -4.3% | +5.6% | -9.9% | -5.0% |
| 6M | +38.6% | +9.5% | +29.2% | +36.8% |
| YTD | +20.7% | +4.1% | +16.5% | +19.8% |
| 1Y | +16.0% | +9.4% | +6.6% | +14.6% |
| All | -13.2% | +99.5% | -112.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling