+199.5%
MCHP vs UTHR
+313.7%
-114.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | -6.0% | -2.9% | -3.2% | -5.4% |
| 3M | -19.7% | -8.9% | -10.8% | -17.8% |
| 6M | +14.0% | -8.7% | +22.8% | +16.1% |
| YTD | +18.4% | +2.0% | +16.4% | +16.1% |
| 1Y | +17.1% | +22.8% | -5.7% | +8.2% |
| 3Y | +0.7% | +120.6% | -119.9% | -27.0% |
| 5Y | +5.1% | +136.4% | -131.3% | -28.1% |
| All | +199.5% | +313.7% | -114.3% | +49.0% |
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