-21.3%
UNH vs MPC
+160.2%
-181.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.2% | -16.2% | +13.0% | -2.8% |
| 30D | +4.8% | -15.7% | +20.6% | +5.2% |
| 3M | -1.8% | +24.9% | -26.7% | -2.7% |
| 6M | +8.6% | +52.7% | -44.1% | +6.8% |
| YTD | +21.8% | +131.9% | -110.1% | +18.3% |
| 1Y | +25.8% | +96.6% | -70.8% | +22.5% |
| 3Y | -21.3% | +163.8% | -185.1% | -24.0% |
| All | -21.3% | +160.2% | -181.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling