+25.7%
MLM vs UTHR
+179.7%
-154.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | -4.1% | -6.1% | +2.0% | -3.5% |
| 30D | +8.2% | +3.1% | +5.0% | +7.9% |
| 3M | -3.6% | +5.5% | -9.0% | -4.2% |
| 6M | -15.6% | -5.8% | -9.7% | -15.1% |
| YTD | -16.4% | +15.3% | -31.8% | -17.9% |
| 1Y | -14.3% | +23.8% | -38.1% | -16.6% |
| 3Y | +19.3% | +146.3% | -127.0% | +3.2% |
| All | +25.7% | +179.7% | -154.0% | +4.0% |
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