+156.2%
MPWR vs UTHR
+190.6%
-34.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.9% |
| 7D | +16.8% | +5.2% | +11.6% | +16.0% |
| 30D | +11.9% | +9.5% | +2.4% | +10.5% |
| 3M | +2.2% | +17.9% | -15.7% | -0.4% |
| 6M | -15.5% | +2.0% | -17.5% | -15.9% |
| YTD | +54.2% | +21.3% | +32.9% | +48.7% |
| 1Y | +51.5% | +27.9% | +23.6% | +44.7% |
| 3Y | +180.2% | +162.3% | +17.9% | +127.7% |
| All | +156.2% | +190.6% | -34.4% | +95.3% |
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