+20.8%
MCD vs UTHR
+190.6%
-169.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +5.2% | -6.8% | -2.2% |
| 30D | +14.1% | +9.5% | +4.7% | +13.1% |
| 3M | +0.6% | +17.9% | -17.3% | -1.2% |
| 6M | 0.0% | +2.0% | -2.0% | -0.3% |
| YTD | -9.3% | +21.3% | -30.6% | -11.5% |
| 1Y | -9.3% | +27.9% | -37.2% | -12.0% |
| 3Y | +8.6% | +162.3% | -153.7% | -5.7% |
| All | +20.8% | +190.6% | -169.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling