+427.0%
MCK vs UTHR
+313.7%
+113.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.9% | +1.9% | -4.9% | -3.3% |
| 30D | +0.4% | -2.9% | +3.3% | +0.9% |
| 3M | +12.1% | -8.9% | +21.0% | +13.9% |
| 6M | -5.4% | -8.7% | +3.3% | -4.3% |
| YTD | +7.8% | +2.0% | +5.8% | +6.4% |
| 1Y | +22.9% | +22.8% | +0.2% | +16.8% |
| 3Y | +110.7% | +120.6% | -9.9% | +69.8% |
| 5Y | +346.2% | +136.4% | +209.7% | +246.5% |
| All | +427.0% | +313.7% | +113.3% | +216.8% |
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