+1,106.2%
MPC vs UTHR
+363.8%
+742.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.8% |
| 7D | -9.4% | -2.3% | -7.1% | -9.0% |
| 30D | -14.3% | +6.1% | -20.4% | -15.5% |
| 3M | +31.1% | +8.1% | +23.0% | +28.2% |
| 6M | +60.3% | +3.1% | +57.2% | +58.1% |
| YTD | +142.5% | +19.5% | +123.0% | +128.1% |
| 1Y | +104.6% | +29.7% | +74.8% | +88.3% |
| 3Y | +191.7% | +162.7% | +29.0% | +108.9% |
| 5Y | +549.2% | +192.8% | +356.4% | +333.6% |
| 10Y | +1,106.2% | +348.1% | +758.1% | +531.7% |
| All | +1,106.2% | +363.8% | +742.4% | +531.7% |
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