+129,820.0%
UNH vs MO
+15,326.9%
+114,493.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.5% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.5% | +7.1% | -13.7% | -8.6% |
| 3M | -6.0% | -2.0% | -4.0% | -5.8% |
| 6M | +33.7% | +7.3% | +26.4% | +29.6% |
| YTD | +16.4% | +23.5% | -7.1% | +7.4% |
| 1Y | +10.1% | +11.0% | -0.9% | +4.9% |
| 3Y | -16.3% | +95.0% | -111.3% | -34.5% |
| 5Y | +2.1% | +100.6% | -98.5% | -21.8% |
| 10Y | +233.1% | +114.5% | +118.5% | +141.5% |
| All | +129,820.0% | +15,326.9% | +114,493.1% | +15,058.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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