+29.8%
MLM vs UTHR
+190.4%
-160.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +2.1% |
| 7D | -3.8% | -2.3% | -1.6% | -3.6% |
| 30D | +11.0% | +6.1% | +4.9% | +10.4% |
| 3M | -3.1% | +8.1% | -11.1% | -3.9% |
| 6M | -9.8% | +3.1% | -12.9% | -10.1% |
| YTD | -14.4% | +19.5% | -33.9% | -16.2% |
| 1Y | -12.6% | +29.7% | -42.3% | -15.2% |
| 3Y | +19.7% | +162.7% | -143.0% | +2.7% |
| 5Y | +29.8% | +192.8% | -163.0% | +6.3% |
| All | +29.8% | +190.4% | -160.6% | +6.3% |
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 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