-32.3%
MKC vs RPRX
+52.7%
-85.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -1.5% | -8.4% | +6.9% | -0.3% |
| 30D | -3.1% | -0.6% | -2.5% | -3.1% |
| 3M | +5.2% | +6.4% | -1.2% | +4.2% |
| 6M | -12.8% | +26.6% | -39.4% | -15.8% |
| YTD | -23.3% | +53.8% | -77.1% | -28.0% |
| 1Y | -24.1% | +62.8% | -86.9% | -29.5% |
| 3Y | -32.1% | +118.0% | -150.1% | -39.9% |
| 5Y | -32.8% | +71.2% | -104.0% | -38.5% |
| All | -32.3% | +52.7% | -85.0% | -37.5% |
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