+82.3%
MCO vs RPRX
+52.7%
+29.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | -8.4% | +4.6% | -1.9% |
| 30D | -0.4% | -0.6% | +0.2% | -0.3% |
| 3M | +7.7% | +6.4% | +1.3% | +6.0% |
| 6M | +7.0% | +26.6% | -19.6% | +1.0% |
| YTD | -6.4% | +53.8% | -60.2% | -15.7% |
| 1Y | -7.6% | +62.8% | -70.4% | -18.2% |
| 3Y | +43.2% | +118.0% | -74.8% | +17.6% |
| 5Y | +29.6% | +71.2% | -41.6% | +13.9% |
| All | +82.3% | +52.7% | +29.6% | +58.5% |
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