+2,581.4%
MULL vs UTHR
+26.1%
+2,555.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.0% |
| 7D | +14.8% | +3.0% | +11.8% | +14.0% |
| 30D | +36.6% | -4.3% | +40.9% | +37.6% |
| 3M | -8.9% | -8.4% | -0.5% | -7.5% |
| 6M | +311.9% | -4.2% | +316.2% | +308.8% |
| YTD | +579.8% | +4.0% | +575.8% | +557.7% |
| 1Y | +2,421.5% | +25.5% | +2,396.0% | +2,204.0% |
| All | +2,581.4% | +26.1% | +2,555.3% | +2,191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling