+920.8%
MDB vs UTHR
+384.8%
+536.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | -15.2% | +6.1% | -21.2% | -16.3% |
| 3M | -17.9% | +8.1% | -26.0% | -19.7% |
| 6M | +9.3% | +3.1% | +6.2% | +7.9% |
| YTD | -22.0% | +19.5% | -41.5% | -26.7% |
| 1Y | -9.3% | +29.7% | -39.1% | -16.8% |
| 3Y | -10.4% | +162.7% | -173.1% | -37.3% |
| 5Y | -43.2% | +192.8% | -236.0% | -63.5% |
| All | +920.8% | +384.8% | +536.0% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling