-40.5%
MDB vs UTHR
+190.6%
-231.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +6.8% | +5.2% | +1.6% | +6.3% |
| 30D | -6.2% | +9.5% | -15.7% | -6.9% |
| 3M | -29.2% | +17.9% | -47.2% | -30.3% |
| 6M | +10.3% | +2.0% | +8.3% | +9.9% |
| YTD | -20.4% | +21.3% | -41.7% | -22.5% |
| 1Y | -4.8% | +27.9% | -32.7% | -8.0% |
| 3Y | -11.6% | +162.3% | -173.9% | -23.4% |
| All | -40.5% | +190.6% | -231.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling