+2,302.1%
MULL vs UTHR
+23.7%
+2,278.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -8.4% | +1.9% | -10.4% | -8.8% |
| 30D | +9.7% | -2.9% | +12.5% | +10.1% |
| 3M | -26.8% | -8.9% | -17.9% | -25.7% |
| 6M | +220.7% | -8.7% | +229.4% | +222.9% |
| YTD | +509.0% | +2.0% | +507.0% | +491.8% |
| 1Y | +1,739.5% | +22.8% | +1,716.7% | +1,589.1% |
| All | +2,302.1% | +23.7% | +2,278.4% | +1,961.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling