+228.4%
UNH vs MXL
+313.4%
-85.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.9% | -2.9% |
| 7D | -4.5% | +18.9% | -23.4% | -5.7% |
| 30D | -6.5% | +0.3% | -6.9% | -6.8% |
| 3M | -6.0% | -8.0% | +2.0% | -7.0% |
| 6M | +33.7% | +341.2% | -307.6% | +12.5% |
| YTD | +16.4% | +327.8% | -311.4% | -2.0% |
| 1Y | +10.1% | +364.9% | -354.8% | -8.5% |
| 3Y | -16.3% | +229.2% | -245.5% | -32.3% |
| 5Y | +2.1% | +42.8% | -40.7% | -11.3% |
| All | +228.4% | +313.4% | -85.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling