+830.7%
MMM vs UTHR
+7,123.9%
-6,293.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -3.3% | -5.4% | +2.1% | -2.9% |
| 30D | -7.0% | -6.0% | -1.0% | -6.6% |
| 3M | +10.8% | -11.0% | +21.8% | +11.8% |
| 6M | +5.8% | -0.5% | +6.3% | +5.6% |
| YTD | +6.8% | +0.1% | +6.7% | +6.5% |
| 1Y | +10.4% | +28.2% | -17.8% | +7.8% |
| 3Y | +104.7% | +113.8% | -9.1% | +90.2% |
| 5Y | +23.6% | +131.3% | -107.8% | +13.4% |
| 10Y | +54.1% | +296.7% | -242.6% | +33.1% |
| All | +830.7% | +7,123.9% | -6,293.2% | +588.5% |
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