+180.6%
MPC vs UTHR
+114.7%
+66.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +5.4% | -5.4% | +10.8% | +5.5% |
| 30D | +31.0% | -6.0% | +37.0% | +31.1% |
| 3M | +46.0% | -11.0% | +57.0% | +46.3% |
| 6M | +77.3% | -0.5% | +77.8% | +76.3% |
| YTD | +141.9% | +0.1% | +141.8% | +140.0% |
| 1Y | +120.9% | +28.2% | +92.8% | +115.0% |
| All | +180.6% | +114.7% | +66.0% | +164.9% |
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 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