+492.6%
MTZ vs UTHR
+363.8%
+128.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -11.1% | +6.1% | -17.2% | -12.3% |
| 3M | -30.6% | +8.1% | -38.7% | -32.1% |
| 6M | -54.4% | +3.1% | -57.5% | -54.9% |
| YTD | -13.0% | +19.5% | -32.6% | -17.5% |
| 1Y | -5.7% | +29.7% | -35.4% | -12.2% |
| 3Y | +297.2% | +162.7% | +134.5% | +197.6% |
| 5Y | +95.9% | +192.8% | -96.9% | +37.6% |
| 10Y | +492.6% | +348.1% | +144.5% | +224.7% |
| All | +492.6% | +363.8% | +128.9% | +224.7% |
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