+92.2%
MDLZ vs UTHR
+363.8%
-271.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +10.0% | +6.1% | +3.9% | +9.2% |
| 3M | +7.1% | +8.1% | -1.0% | +5.9% |
| 6M | +9.8% | +3.1% | +6.7% | +9.2% |
| YTD | +26.6% | +19.5% | +7.1% | +23.1% |
| 1Y | +20.3% | +29.7% | -9.4% | +15.7% |
| 3Y | +5.4% | +162.7% | -157.3% | -10.6% |
| 5Y | +22.2% | +192.8% | -170.6% | +0.6% |
| 10Y | +92.2% | +348.1% | -256.0% | +36.3% |
| All | +92.2% | +363.8% | -271.6% | +36.3% |
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