+1,017.5%
MDB vs UTHR
+321.8%
+695.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -4.5% | +3.0% | -7.5% | -5.2% |
| 30D | -14.0% | -4.3% | -9.7% | -13.1% |
| 3M | +5.3% | -8.4% | +13.7% | +7.4% |
| 6M | +31.9% | -4.2% | +36.1% | +31.9% |
| YTD | -14.6% | +4.0% | -18.6% | -16.8% |
| 1Y | +8.2% | +25.5% | -17.3% | -0.4% |
| 3Y | -5.0% | +125.1% | -130.1% | -30.8% |
| 5Y | -24.5% | +140.3% | -164.9% | -48.5% |
| All | +1,017.5% | +321.8% | +695.7% | +456.7% |
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