+27.0%
UNH vs MTZ
-14.7%
+41.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.4% | +16.6% | +1.1% |
| 7D | +0.6% | -7.4% | +8.0% | +0.5% |
| 30D | +8.1% | -23.6% | +31.7% | +8.2% |
| 3M | +1.1% | -38.3% | +39.4% | +1.6% |
| 6M | +11.7% | -60.6% | +72.3% | +13.3% |
| YTD | +26.5% | -22.9% | +49.4% | +20.9% |
| 1Y | +27.0% | -14.3% | +41.3% | +18.0% |
| All | +27.0% | -14.7% | +41.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling