+1,151.0%
MDY vs UTHR
+7,277.3%
-6,126.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +1.0% | -2.9% | +3.9% | +1.4% |
| 30D | -3.1% | -7.6% | +4.5% | -2.1% |
| 3M | +1.8% | -8.6% | +10.4% | +3.1% |
| 6M | +10.8% | +4.1% | +6.7% | +9.7% |
| YTD | +14.4% | +2.2% | +12.2% | +13.4% |
| 1Y | +15.2% | +26.2% | -11.0% | +10.4% |
| 3Y | +51.2% | +121.2% | -70.0% | +30.4% |
| 5Y | +47.2% | +136.5% | -89.3% | +24.4% |
| 10Y | +171.1% | +300.1% | -129.0% | +105.5% |
| All | +1,151.0% | +7,277.3% | -6,126.3% | +537.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling