+25.7%
MLM vs RPRX
+91.5%
-65.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +8.2% | +18.6% | -10.4% | +3.2% |
| 3M | -3.6% | +18.0% | -21.6% | -8.1% |
| 6M | -15.6% | +33.8% | -49.4% | -22.6% |
| YTD | -16.4% | +76.6% | -93.0% | -29.5% |
| 1Y | -14.3% | +68.2% | -82.6% | -26.8% |
| 3Y | +19.3% | +161.5% | -142.2% | -13.0% |
| All | +25.7% | +91.5% | -65.8% | +7.4% |
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 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