+76.3%
MMM vs UTHR
+364.7%
-288.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | +5.2% | -5.6% | -1.1% |
| 30D | +12.1% | +9.5% | +2.7% | +10.7% |
| 3M | +1.4% | +17.9% | -16.5% | -1.2% |
| 6M | +26.6% | +2.0% | +24.6% | +25.9% |
| YTD | +16.8% | +21.3% | -4.5% | +12.8% |
| 1Y | +10.1% | +27.9% | -17.8% | +5.5% |
| 3Y | +158.4% | +162.3% | -3.9% | +115.8% |
| 5Y | +43.1% | +190.7% | -147.7% | +15.5% |
| All | +76.3% | +364.7% | -288.3% | +19.9% |
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