-31.3%
MKC vs RPRX
+66.6%
-97.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -5.9% | +5.1% | -11.0% | -6.5% |
| 30D | -0.9% | +11.2% | -12.1% | -2.4% |
| 3M | +12.7% | +16.7% | -4.0% | +10.2% |
| 6M | -19.3% | +36.0% | -55.3% | -22.8% |
| YTD | -22.2% | +67.8% | -90.0% | -27.8% |
| 1Y | -23.3% | +76.7% | -100.0% | -29.6% |
| 3Y | -30.0% | +128.1% | -158.1% | -38.4% |
| 5Y | -33.8% | +82.9% | -116.6% | -39.9% |
| All | -31.3% | +66.6% | -97.9% | -37.4% |
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