+475.1%
MULL vs UTHR
+40.6%
+434.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.2% | -15.0% | -13.8% |
| 7D | -35.9% | +3.8% | -39.7% | -35.9% |
| 30D | -47.3% | +13.4% | -60.8% | -47.5% |
| 3M | -30.6% | +17.3% | -47.9% | -30.3% |
| 6M | +13.7% | +4.7% | +9.0% | +15.9% |
| YTD | +272.1% | +24.9% | +247.2% | +272.1% |
| 1Y | +475.1% | +39.1% | +435.9% | +349.2% |
| All | +475.1% | +40.6% | +434.5% | +349.2% |
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