+28.1%
MLM vs RPRX
+92.3%
-64.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.9% |
| 30D | +7.9% | +19.7% | -11.8% | +2.7% |
| 3M | -4.5% | +17.5% | -21.9% | -8.8% |
| 6M | -12.6% | +35.1% | -47.7% | -20.2% |
| YTD | -14.9% | +77.3% | -92.1% | -28.2% |
| 1Y | -13.1% | +70.4% | -83.5% | -26.0% |
| 3Y | +21.2% | +161.0% | -139.8% | -11.5% |
| All | +28.1% | +92.3% | -64.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling