+67.0%
MAR vs RPRX
+123.5%
-56.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | -4.0% | +3.5% | +0.3% |
| 30D | -4.7% | +4.9% | -9.6% | -5.6% |
| 3M | -15.6% | +9.4% | -25.0% | -17.1% |
| 6M | +1.2% | +33.3% | -32.1% | -4.2% |
| YTD | +7.5% | +59.0% | -51.5% | -1.2% |
| 1Y | +26.6% | +69.2% | -42.6% | +15.0% |
| All | +67.0% | +123.5% | -56.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling