+369.6%
MAR vs RPRX
+81.2%
+288.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.6% | +3.3% | -1.7% | +0.7% |
| 30D | +13.8% | +17.9% | -4.1% | +9.0% |
| 3M | +20.3% | +19.2% | +1.0% | +14.7% |
| 6M | +21.3% | +31.7% | -10.4% | +12.5% |
| YTD | +37.2% | +82.5% | -45.3% | +16.7% |
| 1Y | +48.4% | +78.4% | -30.0% | +27.0% |
| 3Y | +120.1% | +177.0% | -56.8% | +65.0% |
| 5Y | +182.1% | +86.5% | +95.6% | +137.7% |
| All | +369.6% | +81.2% | +288.4% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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