+87.9%
MDLZ vs UTHR
+310.6%
-222.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | 0.0% | +3.0% | -3.1% | -0.4% |
| 30D | +1.4% | -4.3% | +5.8% | +1.9% |
| 3M | 0.0% | -8.4% | +8.4% | +1.0% |
| 6M | +9.1% | -4.2% | +13.4% | +9.4% |
| YTD | +17.9% | +4.0% | +13.9% | +16.7% |
| 1Y | +3.2% | +25.5% | -22.3% | -0.5% |
| 3Y | -2.5% | +125.1% | -127.6% | -15.6% |
| 5Y | +17.6% | +140.3% | -122.7% | -0.6% |
| 10Y | +87.9% | +322.5% | -234.5% | +33.3% |
| All | +87.9% | +310.6% | -222.6% | +33.3% |
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