+1,229.0%
MLM vs UTHR
+8,281.0%
-7,052.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.0% | +1.9% | -4.2% |
| 7D | -1.2% | -4.7% | +3.5% | -0.6% |
| 30D | +7.9% | +4.4% | +3.5% | +7.3% |
| 3M | -4.5% | +9.0% | -13.5% | -5.8% |
| 6M | -12.6% | -1.1% | -11.5% | -12.8% |
| YTD | -14.9% | +16.1% | -31.0% | -17.2% |
| 1Y | -13.1% | +26.4% | -39.5% | -16.5% |
| 3Y | +21.2% | +152.1% | -130.8% | +3.6% |
| 5Y | +32.0% | +179.6% | -147.6% | +10.1% |
| 10Y | +195.3% | +395.6% | -200.3% | +121.3% |
| All | +1,229.0% | +8,281.0% | -7,052.0% | +675.8% |
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