+43.5%
MLM vs UTHR
+133.0%
-89.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.4% |
| 30D | -6.8% | -6.0% | -0.8% | -6.3% |
| 3M | -11.2% | -11.0% | -0.3% | -10.2% |
| 6M | -21.8% | -0.5% | -21.3% | -21.9% |
| YTD | -17.0% | +0.1% | -17.0% | -17.3% |
| 1Y | -16.4% | +28.2% | -44.5% | -19.4% |
| 3Y | +14.5% | +113.8% | -99.3% | -0.3% |
| All | +43.5% | +133.0% | -89.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling