+205.9%
MCD vs UTHR
+362.9%
-157.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | -1.9% | -2.1% | +0.2% | -1.7% |
| 30D | +16.6% | +8.3% | +8.3% | +15.3% |
| 3M | +0.9% | +15.5% | -14.6% | -1.4% |
| 6M | +1.5% | +4.5% | -3.1% | +0.5% |
| YTD | -8.3% | +22.2% | -30.6% | -11.7% |
| 1Y | -8.1% | +29.7% | -37.8% | -12.3% |
| 3Y | +10.3% | +167.3% | -157.0% | -8.6% |
| 5Y | +23.4% | +196.5% | -173.1% | -1.3% |
| 10Y | +205.9% | +369.0% | -163.1% | +105.3% |
| All | +205.9% | +362.9% | -157.0% | +105.3% |
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