+4,524.1%
MU vs UTHR
+366.4%
+4,157.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +21.6% | +4.9% | +16.8% | +20.1% |
| 30D | -16.2% | +9.2% | -25.4% | -17.9% |
| 3M | -12.4% | +15.9% | -28.3% | -15.9% |
| 6M | +4.2% | +2.0% | +2.2% | +3.3% |
| YTD | +180.0% | +21.8% | +158.2% | +161.2% |
| 1Y | +226.4% | +28.6% | +197.8% | +199.4% |
| 3Y | +969.7% | +166.2% | +803.5% | +640.1% |
| 5Y | +957.9% | +191.8% | +766.1% | +580.0% |
| All | +4,524.1% | +366.4% | +4,157.7% | +2,198.2% |
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