+28.6%
MCO vs RPRX
+71.3%
-42.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -7.3% | -8.0% | +0.7% | -5.1% |
| 30D | -1.7% | +2.1% | -3.8% | -2.4% |
| 3M | +3.9% | +8.2% | -4.3% | +1.3% |
| 6M | +3.8% | +28.9% | -25.1% | -4.2% |
| YTD | -7.9% | +54.1% | -62.0% | -19.9% |
| 1Y | -6.8% | +65.5% | -72.4% | -21.1% |
| 3Y | +40.9% | +117.3% | -76.3% | +8.1% |
| All | +28.6% | +71.3% | -42.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling