+966.8%
MOD vs UTHR
+363.8%
+603.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.2% | +9.2% |
| 7D | -13.9% | -2.3% | -11.6% | -13.6% |
| 30D | -41.5% | +6.1% | -47.6% | -42.2% |
| 3M | -45.7% | +8.1% | -53.8% | -46.7% |
| 6M | -61.1% | +3.1% | -64.2% | -61.5% |
| YTD | -20.5% | +19.5% | -40.0% | -23.9% |
| 1Y | -32.1% | +29.7% | -61.9% | -36.1% |
| 3Y | +146.5% | +162.7% | -16.2% | +91.0% |
| 5Y | +812.7% | +192.8% | +619.9% | +566.5% |
| 10Y | +966.8% | +348.1% | +618.7% | +537.5% |
| All | +966.8% | +363.8% | +603.1% | +537.5% |
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 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