-16.3%
UNH vs MTB
+114.2%
-130.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -6.5% | -4.8% | -1.7% | -5.9% |
| 3M | -6.0% | +6.0% | -11.9% | -6.7% |
| 6M | +33.7% | +19.6% | +14.0% | +30.5% |
| YTD | +16.4% | +21.5% | -5.1% | +13.3% |
| 1Y | +10.1% | +24.7% | -14.6% | +6.6% |
| 3Y | -16.3% | +108.6% | -124.9% | -21.2% |
| All | -16.3% | +114.2% | -130.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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