+137,274.1%
UNH vs MTB
+8,245.1%
+129,029.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +1.1% | +2.8% | -1.6% | +0.4% |
| 30D | -1.5% | -4.2% | +2.6% | -0.4% |
| 3M | -0.8% | +7.8% | -8.6% | -3.0% |
| 6M | +41.8% | +14.8% | +27.0% | +36.2% |
| YTD | +23.1% | +20.8% | +2.3% | +16.3% |
| 1Y | +28.5% | +23.1% | +5.4% | +20.7% |
| 3Y | -11.8% | +114.8% | -126.6% | -30.8% |
| 5Y | +5.3% | +103.3% | -97.9% | -18.9% |
| 10Y | +247.4% | +173.0% | +74.5% | +130.6% |
| All | +137,274.1% | +8,245.1% | +129,029.0% | +22,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling