+21.5%
MLM vs RPRX
+160.9%
-139.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | +7.9% | +19.7% | -11.8% | +4.8% |
| 3M | -4.5% | +17.5% | -21.9% | -7.0% |
| 6M | -12.6% | +35.1% | -47.7% | -17.2% |
| YTD | -14.9% | +77.3% | -92.1% | -22.7% |
| 1Y | -13.1% | +70.4% | -83.5% | -20.7% |
| All | +21.5% | +160.9% | -139.4% | +3.4% |
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 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