+1,087.4%
MKC vs UTHR
+7,123.9%
-6,036.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -5.9% | -5.4% | -0.5% | -5.6% |
| 30D | -0.9% | -6.0% | +5.2% | -0.5% |
| 3M | +12.7% | -11.0% | +23.7% | +13.4% |
| 6M | -19.3% | -0.5% | -18.8% | -19.4% |
| YTD | -22.2% | +0.1% | -22.2% | -22.3% |
| 1Y | -23.3% | +28.2% | -51.5% | -24.7% |
| 3Y | -30.0% | +113.8% | -143.8% | -33.8% |
| 5Y | -33.8% | +131.3% | -165.1% | -37.9% |
| 10Y | +24.4% | +296.7% | -272.3% | +11.6% |
| All | +1,087.4% | +7,123.9% | -6,036.5% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling