+243.8%
MET vs UTHR
+313.7%
-69.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | +0.5% | -2.9% | +3.4% | +1.0% |
| 3M | +11.6% | -8.9% | +20.5% | +13.7% |
| 6M | +40.8% | -8.7% | +49.5% | +43.0% |
| YTD | +25.7% | +2.0% | +23.6% | +23.8% |
| 1Y | +24.4% | +22.8% | +1.6% | +16.9% |
| 3Y | +67.5% | +120.6% | -53.2% | +29.6% |
| 5Y | +85.8% | +136.4% | -50.6% | +37.7% |
| All | +243.8% | +313.7% | -69.9% | +91.7% |
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