+271.4%
MAR vs RPRX
+52.7%
+218.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -8.4% | +7.8% | +1.7% |
| 30D | -5.4% | -0.6% | -4.8% | -5.3% |
| 3M | -15.5% | +6.4% | -21.9% | -17.0% |
| 6M | +3.0% | +26.6% | -23.6% | -3.5% |
| YTD | +8.5% | +53.8% | -45.2% | -3.4% |
| 1Y | +26.0% | +62.8% | -36.8% | +10.3% |
| 3Y | +68.6% | +118.0% | -49.4% | +34.9% |
| 5Y | +157.4% | +71.2% | +86.2% | +122.6% |
| All | +271.4% | +52.7% | +218.7% | +221.5% |
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