+287.6%
MP vs UTHR
+403.2%
-115.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +9.5% | +5.2% | +4.3% | +9.2% |
| 30D | -3.0% | +9.5% | -12.4% | -3.4% |
| 3M | -30.4% | +17.9% | -48.3% | -30.9% |
| 6M | -39.2% | +2.0% | -41.2% | -39.3% |
| YTD | -23.3% | +21.3% | -44.6% | -24.2% |
| 1Y | -32.6% | +27.9% | -60.5% | -33.6% |
| 3Y | +159.3% | +162.3% | -3.1% | +141.6% |
| 5Y | -16.4% | +190.7% | -207.2% | -23.3% |
| All | +287.6% | +403.2% | -115.6% | +278.2% |
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