+18.5%
MDT vs RPRX
+66.6%
-48.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | +5.1% | -1.9% | +2.2% |
| 30D | +9.5% | +11.2% | -1.7% | +7.2% |
| 3M | +16.0% | +16.7% | -0.7% | +12.5% |
| 6M | +0.2% | +36.0% | -35.8% | -5.6% |
| YTD | -0.3% | +67.8% | -68.1% | -9.6% |
| 1Y | +4.7% | +76.7% | -72.0% | -6.2% |
| 3Y | +26.5% | +128.1% | -101.6% | +7.6% |
| 5Y | -18.2% | +82.9% | -101.1% | -27.8% |
| All | +18.5% | +66.6% | -48.2% | +3.8% |
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