+2,523.1%
MULL vs UTHR
+21.3%
+2,501.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.9% |
| 7D | +17.3% | -5.4% | +22.7% | +18.6% |
| 30D | +23.5% | -6.0% | +29.5% | +24.8% |
| 3M | -24.0% | -11.0% | -13.0% | -22.5% |
| 6M | +276.7% | -0.5% | +277.3% | +267.0% |
| YTD | +565.1% | +0.1% | +565.0% | +548.7% |
| 1Y | +2,802.6% | +28.2% | +2,774.4% | +2,536.2% |
| All | +2,523.1% | +21.3% | +2,501.8% | +2,160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling