+231.0%
UNH vs MPC
+1,165.8%
-934.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | 0.0% |
| 7D | -0.7% | -9.4% | +8.7% | +1.1% |
| 30D | +4.8% | -14.3% | +19.1% | +7.7% |
| 3M | -1.7% | +31.1% | -32.8% | -7.3% |
| 6M | +5.9% | +60.3% | -54.4% | -4.3% |
| YTD | +22.8% | +142.5% | -119.7% | +1.6% |
| 1Y | +25.9% | +104.6% | -78.7% | +7.6% |
| 3Y | -21.4% | +191.7% | -213.2% | -39.5% |
| 5Y | -6.3% | +549.2% | -555.5% | -41.9% |
| 10Y | +231.0% | +1,106.2% | -875.2% | +66.3% |
| All | +231.0% | +1,165.8% | -934.8% | +66.3% |
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