+150.3%
MLM vs RPRX
+66.6%
+83.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -11.2% | +16.7% | -28.0% | -13.8% |
| 6M | -21.8% | +36.0% | -57.8% | -26.2% |
| YTD | -17.0% | +67.8% | -84.8% | -24.5% |
| 1Y | -16.4% | +76.7% | -93.1% | -24.8% |
| 3Y | +14.5% | +128.1% | -113.6% | -2.2% |
| 5Y | +41.7% | +82.9% | -41.1% | +26.4% |
| All | +150.3% | +66.6% | +83.7% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling