+2,802.6%
MULL vs UTHR
+23.3%
+2,779.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.9% |
| 7D | +17.3% | -5.4% | +22.7% | +18.3% |
| 30D | +23.5% | -6.0% | +29.5% | +24.6% |
| 3M | -24.0% | -11.0% | -13.0% | -22.7% |
| 6M | +276.7% | -0.5% | +277.3% | +255.3% |
| YTD | +565.1% | +0.1% | +565.0% | +537.8% |
| 1Y | +2,802.6% | +28.2% | +2,774.4% | +2,111.3% |
| All | +2,802.6% | +23.3% | +2,779.3% | +2,111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling