+18.5%
MLM vs RPRX
+128.5%
-109.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.9% | +5.1% | -8.0% | -3.8% |
| 30D | -6.8% | +11.2% | -18.0% | -8.7% |
| 3M | -11.2% | +16.7% | -28.0% | -14.0% |
| 6M | -21.8% | +36.0% | -57.8% | -26.7% |
| YTD | -17.0% | +67.8% | -84.8% | -25.1% |
| 1Y | -16.4% | +76.7% | -93.1% | -25.5% |
| All | +18.5% | +128.5% | -109.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling