+205.4%
MET vs RPRX
+53.1%
+152.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.8% |
| 7D | -2.5% | -8.0% | +5.6% | -0.8% |
| 30D | 0.0% | +2.1% | -2.1% | -0.5% |
| 3M | +13.1% | +8.2% | +4.9% | +11.1% |
| 6M | +39.0% | +28.9% | +10.1% | +31.6% |
| YTD | +25.2% | +54.1% | -28.9% | +14.1% |
| 1Y | +25.6% | +65.5% | -39.9% | +12.6% |
| 3Y | +67.1% | +117.3% | -50.2% | +40.4% |
| 5Y | +85.1% | +71.6% | +13.5% | +64.2% |
| All | +205.4% | +53.1% | +152.3% | +170.5% |
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