+240.4%
MNST vs UTHR
+308.5%
-68.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.8% |
| 7D | -4.1% | -2.9% | -1.2% | -3.8% |
| 30D | -4.5% | -7.6% | +3.1% | -3.6% |
| 3M | -2.5% | -8.6% | +6.1% | -1.5% |
| 6M | +14.1% | +4.1% | +10.0% | +13.1% |
| YTD | +12.6% | +2.2% | +10.4% | +11.6% |
| 1Y | +36.9% | +26.2% | +10.8% | +31.6% |
| 3Y | +53.1% | +121.2% | -68.1% | +31.7% |
| 5Y | +78.2% | +136.5% | -58.3% | +49.4% |
| 10Y | +240.4% | +300.1% | -59.7% | +145.9% |
| All | +240.4% | +308.5% | -68.2% | +145.9% |
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