+935.2%
MDB vs UTHR
+389.9%
+545.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.4% |
| 30D | -14.0% | +7.2% | -21.2% | -15.4% |
| 3M | -20.3% | +11.1% | -31.5% | -22.5% |
| 6M | +10.9% | +4.2% | +6.7% | +9.1% |
| YTD | -20.9% | +20.8% | -41.7% | -25.9% |
| 1Y | -11.2% | +29.7% | -40.9% | -18.5% |
| 3Y | -11.9% | +164.1% | -176.1% | -38.4% |
| 5Y | -40.2% | +190.7% | -230.9% | -61.3% |
| All | +935.2% | +389.9% | +545.3% | +396.1% |
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