+31.8%
MLM vs RPRX
+95.1%
-63.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -2.9% | +4.6% | -7.5% | -4.1% |
| 30D | +10.4% | +22.0% | -11.6% | +4.4% |
| 3M | -3.7% | +20.3% | -24.0% | -8.8% |
| 6M | -10.3% | +37.9% | -48.2% | -18.6% |
| YTD | -14.8% | +82.2% | -97.0% | -29.0% |
| 1Y | -13.9% | +83.7% | -97.6% | -28.5% |
| 3Y | +18.4% | +175.4% | -157.1% | -16.0% |
| 5Y | +31.8% | +87.7% | -55.9% | +13.9% |
| All | +31.8% | +95.1% | -63.3% | +13.9% |
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