+128.2%
MOD vs UTHR
+165.4%
-37.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.0% |
| 7D | -17.8% | -2.1% | -15.7% | -17.8% |
| 30D | -43.2% | +7.2% | -50.4% | -43.4% |
| 3M | -46.0% | +11.1% | -57.2% | -46.3% |
| 6M | -62.2% | +4.2% | -66.4% | -62.3% |
| YTD | -22.8% | +20.8% | -43.6% | -23.5% |
| 1Y | -35.5% | +29.7% | -65.1% | -36.3% |
| 3Y | +128.2% | +164.1% | -35.9% | +119.8% |
| All | +128.2% | +165.4% | -37.2% | +119.8% |
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 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