+55.4%
MCD vs RPRX
+57.8%
-2.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.8% |
| 7D | -2.0% | -2.8% | +0.7% | -1.7% |
| 30D | -6.1% | +7.2% | -13.3% | -7.2% |
| 3M | -7.3% | +10.9% | -18.1% | -8.7% |
| 6M | -20.9% | +34.6% | -55.5% | -24.4% |
| YTD | -14.7% | +59.0% | -73.6% | -20.3% |
| 1Y | -16.1% | +72.5% | -88.6% | -22.7% |
| 3Y | -1.5% | +124.1% | -125.6% | -13.1% |
| 5Y | +20.4% | +75.9% | -55.5% | +9.8% |
| All | +55.4% | +57.8% | -2.4% | +42.2% |
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