-2.3%
MDB vs UTHR
+118.3%
-120.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.1% |
| 7D | -17.4% | -5.4% | -12.0% | -17.3% |
| 30D | -2.0% | -6.0% | +4.0% | -1.8% |
| 3M | -3.0% | -11.0% | +8.0% | -2.6% |
| 6M | +48.7% | -0.5% | +49.2% | +47.6% |
| YTD | -12.1% | +0.1% | -12.2% | -12.8% |
| 1Y | +14.5% | +28.2% | -13.7% | +11.1% |
| All | -2.3% | +118.3% | -120.6% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling