+354.7%
MNST vs UTHR
+364.7%
-10.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | +5.2% | -3.6% | +1.0% |
| 30D | +5.1% | +9.5% | -4.4% | +3.9% |
| 3M | -0.5% | +17.9% | -18.4% | -2.7% |
| 6M | +8.1% | +2.0% | +6.1% | +7.6% |
| YTD | +21.2% | +21.3% | -0.1% | +17.4% |
| 1Y | +30.7% | +27.9% | +2.9% | +25.7% |
| 3Y | +67.3% | +162.3% | -95.0% | +40.4% |
| 5Y | +101.9% | +190.7% | -88.9% | +63.7% |
| All | +354.7% | +364.7% | -10.0% | +220.8% |
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 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