+55.4%
MCD vs RPRX
+66.6%
-11.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +5.1% | -7.9% | -3.5% |
| 30D | -6.0% | +11.2% | -17.2% | -7.5% |
| 3M | -5.6% | +16.7% | -22.3% | -7.7% |
| 6M | -21.9% | +36.0% | -57.8% | -25.3% |
| YTD | -14.7% | +67.8% | -82.5% | -20.9% |
| 1Y | -17.3% | +76.7% | -94.0% | -24.0% |
| 3Y | -2.2% | +128.1% | -130.3% | -13.9% |
| 5Y | +20.3% | +82.9% | -62.6% | +8.9% |
| All | +55.4% | +66.6% | -11.3% | +41.1% |
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