+75.6%
MMM vs RPRX
+82.4%
-6.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.6% | +3.6% | -6.2% | -3.3% |
| 30D | +17.4% | +21.2% | -3.8% | +13.2% |
| 3M | +3.6% | +21.6% | -18.0% | -0.2% |
| 6M | +33.0% | +36.7% | -3.7% | +25.1% |
| YTD | +19.6% | +83.7% | -64.0% | +6.5% |
| 1Y | +14.0% | +83.2% | -69.1% | +1.6% |
| 3Y | +164.3% | +177.7% | -13.4% | +118.2% |
| 5Y | +49.3% | +95.8% | -46.4% | +30.0% |
| All | +75.6% | +82.4% | -6.8% | +51.0% |
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