-20.0%
UNH vs MPC
+203.2%
-223.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.6% |
| 7D | +3.4% | +11.2% | -7.9% | +3.1% |
| 30D | +3.0% | -14.5% | +17.5% | +3.3% |
| 3M | +2.7% | +16.7% | -13.9% | +2.1% |
| 6M | +2.8% | +67.6% | -64.8% | +0.8% |
| YTD | +25.9% | +157.9% | -132.1% | +21.9% |
| 1Y | +25.8% | +116.7% | -90.9% | +22.1% |
| 3Y | -20.0% | +199.8% | -219.8% | -23.2% |
| All | -20.0% | +203.2% | -223.3% | -23.2% |
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