+82.2%
MCO vs RPRX
+57.8%
+24.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | -4.0% | +0.8% | -2.3% |
| 30D | -0.5% | +4.9% | -5.5% | -1.7% |
| 3M | +5.7% | +9.4% | -3.7% | +3.4% |
| 6M | +3.0% | +33.3% | -30.3% | -3.8% |
| YTD | -6.5% | +59.0% | -65.4% | -16.4% |
| 1Y | -5.8% | +69.2% | -75.0% | -17.2% |
| 3Y | +43.1% | +124.1% | -81.0% | +16.8% |
| 5Y | +29.5% | +77.9% | -48.4% | +12.9% |
| All | +82.2% | +57.8% | +24.3% | +57.2% |
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 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