+205.8%
MCD vs UTHR
+347.5%
-141.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +7.1% | -6.1% | +13.3% | +8.1% |
| 30D | +19.8% | +3.1% | +16.6% | +19.2% |
| 3M | +0.8% | +5.5% | -4.7% | -0.2% |
| 6M | -1.3% | -5.8% | +4.5% | -0.8% |
| YTD | -7.8% | +15.3% | -23.1% | -10.4% |
| 1Y | -5.0% | +23.8% | -28.7% | -8.6% |
| 3Y | +10.5% | +146.3% | -135.8% | -7.3% |
| 5Y | +22.0% | +177.8% | -155.8% | -1.5% |
| All | +205.8% | +347.5% | -141.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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