+51.5%
UNH vs MP
+281.3%
-229.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.8% |
| 7D | -0.7% | -1.6% | +0.9% | -0.7% |
| 30D | +4.8% | -18.2% | +23.0% | +5.1% |
| 3M | -1.7% | -26.1% | +24.4% | -1.4% |
| 6M | +5.9% | -44.0% | +49.9% | +6.5% |
| YTD | +22.8% | -25.3% | +48.1% | +22.7% |
| 1Y | +25.9% | -35.6% | +61.5% | +26.0% |
| 3Y | -21.4% | +147.1% | -168.5% | -25.2% |
| 5Y | -6.3% | -11.3% | +5.0% | -9.2% |
| All | +51.5% | +281.3% | -229.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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