+67.3%
MNST vs UTHR
+166.1%
-98.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | +5.2% | -3.6% | +1.5% |
| 30D | +5.1% | +9.5% | -4.4% | +4.9% |
| 3M | -0.5% | +17.9% | -18.4% | -0.9% |
| 6M | +8.1% | +2.0% | +6.1% | +8.1% |
| YTD | +21.2% | +21.3% | -0.1% | +20.4% |
| 1Y | +30.7% | +27.9% | +2.9% | +29.7% |
| 3Y | +67.3% | +162.3% | -95.0% | +59.0% |
| All | +67.3% | +166.1% | -98.8% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling