+601.4%
MPC vs UTHR
+195.4%
+406.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +9.4% | +4.9% | +4.5% | +9.1% |
| 30D | -13.4% | +9.2% | -22.6% | -14.0% |
| 3M | +18.9% | +15.9% | +2.9% | +17.6% |
| 6M | +64.9% | +2.0% | +62.9% | +64.6% |
| YTD | +156.8% | +21.8% | +135.0% | +150.9% |
| 1Y | +113.2% | +28.6% | +84.6% | +106.9% |
| 3Y | +201.8% | +166.2% | +35.6% | +160.6% |
| 5Y | +601.4% | +191.8% | +409.6% | +482.1% |
| All | +601.4% | +195.4% | +406.0% | +482.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling