+210.4%
MGY vs UTHR
+275.0%
-64.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | +5.3% | -2.9% | +8.1% | +6.0% |
| 3M | +2.6% | -8.9% | +11.5% | +4.9% |
| 6M | -3.3% | -8.7% | +5.5% | -1.8% |
| YTD | +29.2% | +2.0% | +27.2% | +26.6% |
| 1Y | +18.0% | +22.8% | -4.8% | +9.7% |
| 3Y | +30.0% | +120.6% | -90.6% | -3.4% |
| 5Y | +92.7% | +136.4% | -43.7% | +35.8% |
| All | +210.4% | +275.0% | -64.6% | +60.9% |
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