+609.5%
MTUM vs UTHR
+735.1%
-125.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +4.1% | +3.0% | +1.1% | +3.6% |
| 30D | +0.6% | -4.3% | +5.0% | +1.3% |
| 3M | -0.6% | -8.4% | +7.7% | +0.6% |
| 6M | +25.3% | -4.2% | +29.6% | +25.7% |
| YTD | +23.8% | +4.0% | +19.8% | +22.1% |
| 1Y | +25.4% | +25.5% | -0.1% | +19.6% |
| 3Y | +117.3% | +125.1% | -7.9% | +81.7% |
| 5Y | +79.7% | +140.3% | -60.7% | +46.3% |
| 10Y | +359.6% | +322.5% | +37.1% | +220.2% |
| All | +609.5% | +735.1% | -125.6% | +353.5% |
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