+153.5%
MLM vs UTHR
+363.8%
-210.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +1.9% |
| 7D | -3.8% | -2.3% | -1.6% | -3.5% |
| 30D | +11.0% | +6.1% | +4.9% | +9.9% |
| 3M | -3.1% | +8.1% | -11.1% | -4.6% |
| 6M | -9.8% | +3.1% | -12.9% | -10.5% |
| YTD | -14.4% | +19.5% | -33.9% | -17.7% |
| 1Y | -12.6% | +29.7% | -42.3% | -17.3% |
| 3Y | +19.7% | +162.7% | -143.0% | -5.0% |
| 5Y | +29.8% | +192.8% | -163.0% | -1.5% |
| 10Y | +153.5% | +348.1% | -194.6% | +62.3% |
| All | +153.5% | +363.8% | -210.3% | +62.3% |
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