+245.4%
UNH vs MPWR
+1,636.1%
-1,390.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +1.1% | -2.6% | +3.6% | +1.4% |
| 30D | -3.8% | -9.0% | +5.3% | -2.6% |
| 3M | +0.7% | -25.8% | +26.6% | +4.2% |
| 6M | +37.9% | +11.8% | +26.1% | +33.2% |
| YTD | +21.9% | +35.5% | -13.6% | +14.1% |
| 1Y | +31.4% | +45.3% | -13.9% | +21.1% |
| 3Y | -11.4% | +138.5% | -149.9% | -30.6% |
| 5Y | +2.5% | +152.8% | -150.2% | -26.6% |
| All | +245.4% | +1,636.1% | -1,390.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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