+267.3%
MP vs UTHR
+407.0%
-139.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | -15.3% | +8.3% | -23.6% | -15.6% |
| 3M | -33.5% | +15.5% | -49.1% | -34.0% |
| 6M | -45.5% | +4.5% | -50.0% | -45.7% |
| YTD | -27.3% | +22.2% | -49.5% | -28.2% |
| 1Y | -40.7% | +29.7% | -70.4% | -41.6% |
| 3Y | +145.9% | +167.3% | -21.5% | +128.8% |
| 5Y | -13.9% | +196.5% | -210.4% | -20.9% |
| All | +267.3% | +407.0% | -139.7% | +258.3% |
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