+302.4%
MXL vs UTHR
+313.7%
-11.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +7.9% |
| 7D | +18.9% | +1.9% | +16.9% | +18.3% |
| 30D | +0.3% | -2.9% | +3.2% | +0.8% |
| 3M | -8.0% | -8.9% | +0.8% | -6.4% |
| 6M | +341.2% | -8.7% | +350.0% | +344.7% |
| YTD | +327.8% | +2.0% | +325.8% | +316.9% |
| 1Y | +364.9% | +22.8% | +342.1% | +328.0% |
| 3Y | +229.2% | +120.6% | +108.6% | +142.2% |
| 5Y | +42.8% | +136.4% | -93.7% | -0.4% |
| All | +302.4% | +313.7% | -11.3% | +117.9% |
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 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