+180.0%
MCD vs UTHR
+308.5%
-128.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.0% | -2.9% | +0.8% | -1.6% |
| 30D | -6.1% | -7.6% | +1.4% | -5.1% |
| 3M | -7.3% | -8.6% | +1.3% | -6.1% |
| 6M | -20.9% | +4.1% | -25.1% | -21.7% |
| YTD | -14.7% | +2.2% | -16.9% | -15.4% |
| 1Y | -16.1% | +26.2% | -42.3% | -19.7% |
| 3Y | -1.5% | +121.2% | -122.7% | -16.1% |
| 5Y | +20.4% | +136.5% | -116.1% | -0.1% |
| 10Y | +180.0% | +300.1% | -120.1% | +92.2% |
| All | +180.0% | +308.5% | -128.5% | +92.2% |
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