+384.9%
MGY vs RPRX
+53.1%
+331.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | +1.8% | -8.0% | +9.8% | +3.4% |
| 30D | +6.5% | +2.1% | +4.4% | +5.9% |
| 3M | +0.3% | +8.2% | -7.9% | -1.5% |
| 6M | -2.4% | +28.9% | -31.3% | -7.8% |
| YTD | +29.0% | +54.1% | -25.1% | +16.9% |
| 1Y | +17.0% | +65.5% | -48.5% | +4.0% |
| 3Y | +26.2% | +117.3% | -91.1% | +4.1% |
| 5Y | +92.3% | +71.6% | +20.7% | +68.4% |
| All | +384.9% | +53.1% | +331.8% | +325.5% |
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 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