+175.4%
UTHR vs MNDY
-49.8%
+225.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | +1.9% | -4.6% | +6.6% | +2.0% |
| 30D | -2.9% | +1.0% | -3.9% | -2.9% |
| 3M | -8.9% | +9.1% | -18.0% | -9.1% |
| 6M | -8.7% | +14.2% | -23.0% | -9.2% |
| YTD | +2.0% | -41.1% | +43.2% | +2.8% |
| 1Y | +22.8% | -54.7% | +77.5% | +24.3% |
| 3Y | +120.6% | -50.6% | +171.2% | +122.8% |
| 5Y | +136.4% | -76.7% | +213.1% | +142.1% |
| All | +175.4% | -49.8% | +225.3% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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