+404.4%
MTZ vs UTHR
+366.4%
+38.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +16.5% | +4.9% | +11.6% | +15.3% |
| 30D | -10.2% | +9.2% | -19.4% | -12.0% |
| 3M | -34.2% | +15.9% | -50.1% | -36.5% |
| 6M | -56.0% | +2.0% | -57.9% | -56.4% |
| YTD | -14.8% | +21.8% | -36.6% | -19.5% |
| 1Y | -7.2% | +28.6% | -35.8% | -13.4% |
| 3Y | +275.8% | +166.2% | +109.5% | +181.2% |
| 5Y | +93.5% | +191.8% | -98.3% | +36.7% |
| All | +404.4% | +366.4% | +38.0% | +179.1% |
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 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