+110.2%
MTB vs UTHR
+364.7%
-254.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.5% | +5.2% | -3.6% | +0.5% |
| 30D | +2.3% | +9.5% | -7.1% | +0.4% |
| 3M | -12.1% | +17.9% | -30.1% | -15.4% |
| 6M | +9.8% | +2.0% | +7.8% | +8.8% |
| YTD | +12.0% | +21.3% | -9.3% | +6.2% |
| 1Y | +22.0% | +27.9% | -5.8% | +14.4% |
| 3Y | +107.6% | +162.3% | -54.7% | +57.7% |
| 5Y | +61.9% | +190.7% | -128.9% | +17.5% |
| All | +110.2% | +364.7% | -254.5% | +24.7% |
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