-21.0%
MDLN vs UTHR
+0.7%
-21.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.9% |
| 7D | -11.5% | +2.8% | -14.3% | -11.5% |
| 30D | -7.6% | -2.3% | -5.3% | -7.5% |
| 3M | -11.4% | -7.4% | -4.0% | -10.9% |
| 6M | -24.5% | -6.0% | -18.5% | -24.3% |
| YTD | -22.9% | +3.4% | -26.3% | -20.6% |
| All | -21.0% | +0.7% | -21.7% | -16.8% |
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