+152.0%
MLM vs RPRX
+75.3%
+76.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +8.2% | +18.6% | -10.4% | +5.0% |
| 3M | -3.6% | +18.0% | -21.6% | -6.5% |
| 6M | -15.6% | +33.8% | -49.4% | -20.0% |
| YTD | -16.4% | +76.6% | -93.0% | -24.7% |
| 1Y | -14.3% | +68.2% | -82.6% | -22.2% |
| 3Y | +19.3% | +161.5% | -142.2% | -0.5% |
| 5Y | +29.6% | +91.4% | -61.8% | +14.7% |
| All | +152.0% | +75.3% | +76.6% | +122.2% |
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