+237.4%
MP vs UTHR
+381.5%
-144.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.0% | +1.0% | -5.7% |
| 7D | -19.0% | -4.7% | -14.3% | -18.8% |
| 30D | -30.5% | +4.4% | -34.9% | -30.6% |
| 3M | -29.6% | +9.0% | -38.6% | -29.9% |
| 6M | -50.4% | -1.1% | -49.3% | -50.4% |
| YTD | -33.2% | +16.1% | -49.3% | -33.9% |
| 1Y | -38.6% | +26.4% | -65.0% | -39.4% |
| 3Y | +105.5% | +152.1% | -46.6% | +91.8% |
| 5Y | -7.8% | +179.6% | -187.5% | -15.2% |
| All | +237.4% | +381.5% | -144.1% | +229.9% |
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