+158.2%
MLM vs RPRX
+79.2%
+79.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.1% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | +11.0% | +20.8% | -9.8% | +7.4% |
| 3M | -3.1% | +21.6% | -24.7% | -6.4% |
| 6M | -9.8% | +36.5% | -46.3% | -14.9% |
| YTD | -14.4% | +80.4% | -94.8% | -23.1% |
| 1Y | -12.6% | +81.8% | -94.4% | -21.6% |
| 3Y | +19.7% | +170.9% | -151.1% | -0.8% |
| 5Y | +29.8% | +95.2% | -65.4% | +14.4% |
| All | +158.2% | +79.2% | +79.0% | +126.8% |
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