+1,460.7%
UNH vs MXL
+298.4%
+1,162.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -2.5% |
| 7D | -1.7% | +19.0% | -20.6% | -3.0% |
| 30D | -3.8% | +4.5% | -8.3% | -4.4% |
| 3M | -4.3% | -1.5% | -2.8% | -6.0% |
| 6M | +38.6% | +348.6% | -310.0% | +16.0% |
| YTD | +20.7% | +310.3% | -289.6% | +1.6% |
| 1Y | +16.0% | +344.7% | -328.7% | -3.6% |
| 3Y | -13.5% | +211.2% | -224.7% | -29.9% |
| 5Y | +3.5% | +34.8% | -31.3% | -11.0% |
| 10Y | +245.3% | +286.5% | -41.2% | +136.2% |
| All | +1,460.7% | +298.4% | +1,162.3% | +794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling