+50.1%
UNH vs MP
+257.7%
-207.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.5% |
| 7D | -3.2% | -10.5% | +7.4% | -3.0% |
| 30D | +4.8% | -23.5% | +28.4% | +5.1% |
| 3M | -1.8% | -25.4% | +23.6% | -1.5% |
| 6M | +8.6% | -51.3% | +59.9% | +9.4% |
| YTD | +21.8% | -29.9% | +51.7% | +21.7% |
| 1Y | +25.8% | -31.8% | +57.7% | +25.6% |
| 3Y | -21.3% | +127.0% | -148.3% | -25.0% |
| 5Y | -5.3% | -3.3% | -2.1% | -8.3% |
| All | +50.1% | +257.7% | -207.5% | +41.3% |
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