+27.0%
MMM vs RPRX
+74.2%
-47.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.8% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -8.0% | +7.2% | -15.2% | -9.9% |
| 3M | +9.4% | +10.9% | -1.5% | +6.0% |
| 6M | +10.2% | +34.6% | -24.3% | +0.9% |
| YTD | +6.1% | +59.0% | -52.9% | -7.3% |
| 1Y | +10.8% | +72.5% | -61.7% | -5.6% |
| 3Y | +104.8% | +124.1% | -19.3% | +60.7% |
| 5Y | +27.0% | +75.9% | -48.9% | +8.3% |
| All | +27.0% | +74.2% | -47.2% | +8.3% |
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