+172.7%
MDY vs UTHR
+313.7%
-141.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -1.9% | +1.9% | -3.8% | -2.3% |
| 30D | -4.6% | -2.9% | -1.8% | -4.2% |
| 3M | -1.2% | -8.9% | +7.6% | +0.4% |
| 6M | +9.2% | -8.7% | +17.9% | +10.7% |
| YTD | +13.1% | +2.0% | +11.0% | +11.6% |
| 1Y | +13.0% | +22.8% | -9.8% | +7.0% |
| 3Y | +49.2% | +120.6% | -71.4% | +19.0% |
| 5Y | +47.2% | +136.4% | -89.2% | +12.8% |
| All | +172.7% | +313.7% | -141.0% | +64.4% |
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