+371.3%
MAR vs RPRX
+79.7%
+291.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +1.8% | +2.1% | -0.3% | +1.2% |
| 30D | +14.3% | +21.9% | -7.6% | +8.5% |
| 3M | +20.0% | +16.9% | +3.1% | +15.0% |
| 6M | +21.7% | +34.5% | -12.8% | +12.3% |
| YTD | +37.7% | +80.9% | -43.3% | +17.4% |
| 1Y | +46.8% | +77.6% | -30.8% | +25.8% |
| 3Y | +121.0% | +173.5% | -52.5% | +66.3% |
| 5Y | +183.1% | +84.9% | +98.2% | +139.1% |
| All | +371.3% | +79.7% | +291.6% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling