+380.3%
MCO vs UTHR
+313.7%
+66.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.9% |
| 7D | -3.8% | +1.9% | -5.7% | -4.1% |
| 30D | -0.4% | -2.9% | +2.5% | 0.0% |
| 3M | +7.7% | -8.9% | +16.6% | +9.4% |
| 6M | +7.0% | -8.7% | +15.7% | +8.3% |
| YTD | -6.4% | +2.0% | -8.4% | -7.7% |
| 1Y | -7.6% | +22.8% | -30.4% | -12.5% |
| 3Y | +43.2% | +120.6% | -77.4% | +15.2% |
| 5Y | +29.6% | +136.4% | -106.9% | +0.3% |
| All | +380.3% | +313.7% | +66.5% | +190.3% |
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