-10.5%
MLM vs RPRX
+85.8%
-96.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.1% |
| 7D | +9.1% | +4.2% | +4.9% | +8.4% |
| 30D | +14.6% | +19.2% | -4.6% | +11.7% |
| 3M | +0.3% | +18.0% | -17.7% | -2.3% |
| 6M | -7.5% | +35.7% | -43.2% | -12.5% |
| YTD | -10.2% | +77.2% | -87.5% | -16.6% |
| 1Y | -10.5% | +82.0% | -92.5% | -16.3% |
| All | -10.5% | +85.8% | -96.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling