+945.6%
MMM vs UTHR
+8,620.1%
-7,674.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +7.0% | -2.1% | +9.1% | +7.1% |
| 30D | +18.4% | +7.2% | +11.2% | +17.7% |
| 3M | +4.5% | +11.1% | -6.6% | +3.5% |
| 6M | +33.4% | +4.2% | +29.2% | +32.8% |
| YTD | +20.0% | +20.8% | -0.9% | +17.7% |
| 1Y | +15.0% | +29.7% | -14.6% | +12.2% |
| 3Y | +165.0% | +164.1% | +0.9% | +141.9% |
| 5Y | +47.9% | +190.7% | -142.8% | +33.2% |
| 10Y | +79.6% | +355.4% | -275.8% | +53.3% |
| All | +945.6% | +8,620.1% | -7,674.6% | +661.2% |
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