+134,607.8%
UNH vs MTZ
+3,109.1%
+131,498.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -1.7% | +2.3% | -3.9% | -1.8% |
| 30D | -3.8% | -10.3% | +6.5% | -3.1% |
| 3M | -4.3% | -31.8% | +27.5% | -1.9% |
| 6M | +38.6% | -19.2% | +57.8% | +39.9% |
| YTD | +20.7% | +10.7% | +10.0% | +18.5% |
| 1Y | +16.0% | +37.5% | -21.5% | +11.7% |
| 3Y | -13.5% | +162.4% | -175.8% | -22.5% |
| 5Y | +3.5% | +166.3% | -162.8% | -8.6% |
| 10Y | +245.3% | +753.2% | -507.8% | +171.1% |
| All | +134,607.8% | +3,109.1% | +131,498.7% | +81,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling