+254.1%
MP vs UTHR
+378.4%
-124.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | -10.5% | -6.1% | -4.4% | -10.2% |
| 30D | -23.5% | +3.1% | -26.7% | -23.6% |
| 3M | -25.4% | +5.5% | -30.9% | -25.7% |
| 6M | -51.3% | -5.8% | -45.4% | -51.2% |
| YTD | -29.9% | +15.3% | -45.3% | -30.6% |
| 1Y | -31.8% | +23.8% | -55.6% | -32.7% |
| 3Y | +127.0% | +146.3% | -19.3% | +112.2% |
| 5Y | -3.3% | +177.8% | -181.1% | -10.9% |
| All | +254.1% | +378.4% | -124.3% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling