+1,840.6%
MOD vs RPRX
+79.2%
+1,761.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.5% |
| 7D | -13.9% | +3.4% | -17.3% | -14.5% |
| 30D | -41.5% | +20.8% | -62.3% | -43.8% |
| 3M | -45.7% | +21.6% | -67.4% | -47.9% |
| 6M | -61.1% | +36.5% | -97.7% | -63.8% |
| YTD | -20.5% | +80.4% | -100.9% | -30.1% |
| 1Y | -32.1% | +81.8% | -113.9% | -40.4% |
| 3Y | +146.5% | +170.9% | -24.4% | +96.7% |
| 5Y | +812.7% | +95.2% | +717.5% | +691.6% |
| All | +1,840.6% | +79.2% | +1,761.4% | +1,571.9% |
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