+40.4%
MXL vs UTHR
+135.8%
-95.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +7.7% |
| 7D | +18.9% | +1.9% | +16.9% | +18.6% |
| 30D | +0.3% | -2.9% | +3.2% | +0.6% |
| 3M | -8.0% | -8.9% | +0.8% | -7.2% |
| 6M | +341.2% | -8.7% | +350.0% | +342.4% |
| YTD | +327.8% | +2.0% | +325.8% | +319.2% |
| 1Y | +364.9% | +22.8% | +342.1% | +338.7% |
| 3Y | +229.2% | +120.6% | +108.6% | +166.4% |
| All | +40.4% | +135.8% | -95.4% | +7.8% |
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