+2,330.7%
MULL vs UTHR
+25.4%
+2,305.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.2% |
| 7D | +3.6% | +2.8% | +0.8% | +3.0% |
| 30D | +22.0% | -2.3% | +24.3% | +22.3% |
| 3M | -8.6% | -7.4% | -1.2% | -7.6% |
| 6M | +248.5% | -6.0% | +254.5% | +247.9% |
| YTD | +516.3% | +3.4% | +512.9% | +497.1% |
| 1Y | +2,036.6% | +27.1% | +2,009.6% | +1,846.6% |
| All | +2,330.7% | +25.4% | +2,305.4% | +1,980.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling