+214.3%
UNH vs MPC
+1,165.7%
-951.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.1% |
| 7D | +2.4% | +9.4% | -7.0% | +0.6% |
| 30D | +7.2% | -13.4% | +20.7% | +9.9% |
| 3M | +0.5% | +18.9% | -18.4% | -3.3% |
| 6M | +3.4% | +64.9% | -61.5% | -7.1% |
| YTD | +25.2% | +156.8% | -131.7% | +2.3% |
| 1Y | +22.7% | +113.2% | -90.5% | +4.0% |
| 3Y | -20.3% | +201.8% | -222.1% | -38.9% |
| 5Y | -3.4% | +601.4% | -604.7% | -41.0% |
| All | +214.3% | +1,165.7% | -951.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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