+228.0%
UNH vs MPWR
+1,560.2%
-1,332.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.1% |
| 7D | -3.2% | -1.7% | -1.4% | -3.0% |
| 30D | +4.8% | -16.5% | +21.4% | +7.1% |
| 3M | -1.8% | -12.3% | +10.4% | -0.7% |
| 6M | +8.6% | -27.7% | +36.3% | +11.8% |
| YTD | +21.8% | +32.0% | -10.2% | +13.7% |
| 1Y | +25.8% | +25.1% | +0.8% | +18.4% |
| 3Y | -21.3% | +146.5% | -167.8% | -38.9% |
| 5Y | -5.3% | +126.0% | -131.4% | -30.1% |
| All | +228.0% | +1,560.2% | -1,332.2% | +35.2% |
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