+1,196.2%
MLM vs UTHR
+7,123.9%
-5,927.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.2% |
| 30D | -6.8% | -6.0% | -0.8% | -6.1% |
| 3M | -11.2% | -11.0% | -0.3% | -9.9% |
| 6M | -21.8% | -0.5% | -21.3% | -22.0% |
| YTD | -17.0% | +0.1% | -17.0% | -17.5% |
| 1Y | -16.4% | +28.2% | -44.5% | -19.9% |
| 3Y | +14.5% | +113.8% | -99.3% | +0.2% |
| 5Y | +41.7% | +131.3% | -89.6% | +21.5% |
| 10Y | +200.0% | +296.7% | -96.7% | +131.7% |
| All | +1,196.2% | +7,123.9% | -5,927.7% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling