+343.3%
MULL vs UTHR
+29.3%
+314.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +24.5% | +5.2% | +19.3% | +23.4% |
| 30D | -35.5% | +9.5% | -45.0% | -34.8% |
| 3M | -44.8% | +17.9% | -62.7% | -43.7% |
| 6M | -45.5% | +2.0% | -47.5% | -43.9% |
| YTD | +232.5% | +21.3% | +211.2% | +241.6% |
| 1Y | +343.3% | +27.9% | +315.4% | +380.9% |
| All | +343.3% | +29.3% | +314.0% | +380.9% |
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