+941.5%
MMM vs UTHR
+8,529.0%
-7,587.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.6% |
| 7D | +5.8% | -2.3% | +8.1% | +6.0% |
| 30D | +17.9% | +6.1% | +11.9% | +17.4% |
| 3M | +3.6% | +8.1% | -4.5% | +2.8% |
| 6M | +32.9% | +3.1% | +29.8% | +32.3% |
| YTD | +19.5% | +19.5% | -0.1% | +17.3% |
| 1Y | +16.5% | +29.7% | -13.2% | +13.7% |
| 3Y | +167.2% | +162.7% | +4.5% | +143.9% |
| 5Y | +48.2% | +192.8% | -144.6% | +33.5% |
| 10Y | +83.0% | +348.1% | -265.1% | +56.4% |
| All | +941.5% | +8,529.0% | -7,587.5% | +658.8% |
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