+56.7%
MMM vs RPRX
+66.6%
-9.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | +5.1% | -8.4% | -4.2% |
| 30D | -7.0% | +11.2% | -18.2% | -8.9% |
| 3M | +10.8% | +16.7% | -5.9% | +7.5% |
| 6M | +5.8% | +36.0% | -30.2% | -0.4% |
| YTD | +6.8% | +67.8% | -61.0% | -3.2% |
| 1Y | +10.4% | +76.7% | -66.3% | -1.0% |
| 3Y | +104.7% | +128.1% | -23.4% | +74.8% |
| 5Y | +23.6% | +82.9% | -59.3% | +9.2% |
| All | +56.7% | +66.6% | -9.9% | +37.2% |
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