+199.8%
MPC vs UTHR
+166.1%
+33.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +11.2% | +5.2% | +6.1% | +11.1% |
| 30D | -14.5% | +9.5% | -24.0% | -14.6% |
| 3M | +16.7% | +17.9% | -1.3% | +16.3% |
| 6M | +67.6% | +2.0% | +65.6% | +67.6% |
| YTD | +157.9% | +21.3% | +136.6% | +154.9% |
| 1Y | +116.7% | +27.9% | +88.8% | +113.2% |
| 3Y | +199.8% | +162.3% | +37.4% | +172.8% |
| All | +199.8% | +166.1% | +33.6% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling