+129,820.1%
UNH vs MRSH
+3,263.4%
+126,556.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -4.5% | -4.8% | +0.2% | -2.7% |
| 30D | -6.5% | -6.3% | -0.2% | -4.1% |
| 3M | -6.0% | +5.8% | -11.8% | -8.5% |
| 6M | +33.7% | +2.8% | +30.9% | +31.1% |
| YTD | +16.4% | -3.1% | +19.5% | +16.8% |
| 1Y | +10.1% | -11.3% | +21.3% | +14.3% |
| 3Y | -16.3% | -5.0% | -11.3% | -15.3% |
| 5Y | +2.1% | +19.2% | -17.1% | -6.4% |
| 10Y | +233.1% | +217.4% | +15.7% | +111.0% |
| All | +129,820.1% | +3,263.4% | +126,556.7% | +22,074.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 all: compounded portfolio wealth divided by compounded MRSH 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…
all analysis · Full analysis span regression · 6 months rolling