+273.5%
MAR vs RPRX
+66.6%
+206.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | +5.1% | -9.3% | -5.4% |
| 30D | -6.7% | +11.2% | -17.9% | -9.3% |
| 3M | -12.5% | +16.7% | -29.2% | -16.1% |
| 6M | +0.6% | +36.0% | -35.4% | -7.5% |
| YTD | +9.1% | +67.8% | -58.7% | -5.0% |
| 1Y | +26.2% | +76.7% | -50.5% | +8.2% |
| 3Y | +68.2% | +128.1% | -60.0% | +33.3% |
| 5Y | +163.9% | +82.9% | +81.0% | +124.1% |
| All | +273.5% | +66.6% | +206.8% | +216.0% |
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