+166.3%
MO vs RPRX
+52.7%
+113.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -8.4% | +8.5% | +1.1% |
| 30D | +7.1% | -0.6% | +7.8% | +7.2% |
| 3M | -2.0% | +6.4% | -8.4% | -2.7% |
| 6M | +7.3% | +26.6% | -19.3% | +4.4% |
| YTD | +23.5% | +53.8% | -30.3% | +17.5% |
| 1Y | +11.0% | +62.8% | -51.8% | +4.8% |
| 3Y | +95.0% | +118.0% | -23.0% | +76.3% |
| 5Y | +100.6% | +71.2% | +29.4% | +87.1% |
| All | +166.3% | +52.7% | +113.6% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling