-16.3%
UNH vs MTZ
+160.5%
-176.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | -6.5% | -14.5% | +7.9% | -6.3% |
| 3M | -6.0% | -32.9% | +26.9% | -5.6% |
| 6M | +33.7% | -20.8% | +54.5% | +33.6% |
| YTD | +16.4% | +10.6% | +5.8% | +15.7% |
| 1Y | +10.1% | +27.1% | -17.0% | +9.3% |
| 3Y | -16.3% | +166.1% | -182.5% | -15.6% |
| All | -16.3% | +160.5% | -176.8% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling