-1.1%
UNH vs MTB
+61.4%
-62.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.4% | +1.5% | +1.8% | +3.1% |
| 30D | +3.0% | +2.3% | +0.6% | +2.6% |
| 3M | +2.7% | -12.1% | +14.9% | +4.7% |
| 6M | +2.8% | +9.8% | -7.0% | +1.4% |
| YTD | +25.9% | +12.0% | +13.9% | +23.5% |
| 1Y | +25.8% | +22.0% | +3.8% | +21.9% |
| 3Y | -20.0% | +107.6% | -127.6% | -28.6% |
| All | -1.1% | +61.4% | -62.4% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling