+14.4%
MDT vs RPRX
+52.7%
-38.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | -8.4% | +5.0% | -1.8% |
| 30D | +0.2% | -0.6% | +0.9% | +0.3% |
| 3M | +14.3% | +6.4% | +7.8% | +12.8% |
| 6M | +4.0% | +26.6% | -22.6% | -0.6% |
| YTD | -3.7% | +53.8% | -57.4% | -11.2% |
| 1Y | -0.4% | +62.8% | -63.2% | -9.3% |
| 3Y | +23.3% | +118.0% | -94.7% | +5.9% |
| 5Y | -18.9% | +71.2% | -90.1% | -27.3% |
| All | +14.4% | +52.7% | -38.3% | +2.0% |
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