-19.5%
MDT vs RPRX
+77.0%
-96.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -4.0% | +3.7% | +0.7% |
| 30D | +2.8% | +4.9% | -2.2% | +1.4% |
| 3M | +13.1% | +9.4% | +3.7% | +10.4% |
| 6M | +2.3% | +33.3% | -31.0% | -5.1% |
| YTD | -2.7% | +59.0% | -61.7% | -13.7% |
| 1Y | +0.9% | +69.2% | -68.4% | -12.2% |
| 3Y | +26.8% | +124.1% | -97.3% | +1.9% |
| 5Y | -19.5% | +77.9% | -97.3% | -30.6% |
| All | -19.5% | +77.0% | -96.4% | -30.6% |
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