+980.7%
UNH vs MUB
+77.1%
+903.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | +7.2% | +2.4% | +4.8% | +5.7% |
| 3M | +0.5% | -1.1% | +1.6% | +1.2% |
| 6M | +3.4% | -1.0% | +4.4% | +4.0% |
| YTD | +25.2% | -0.3% | +25.5% | +25.3% |
| 1Y | +22.7% | 0.0% | +22.7% | +22.6% |
| 3Y | -20.3% | +10.2% | -30.5% | -25.3% |
| 5Y | -3.4% | +2.9% | -6.3% | -5.1% |
| 10Y | +226.8% | +21.9% | +204.9% | +199.1% |
| All | +980.7% | +77.1% | +903.5% | +662.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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