+1,784.3%
MOD vs RPRX
+80.9%
+1,703.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.1% |
| 7D | -17.8% | +4.6% | -22.4% | -18.6% |
| 30D | -43.2% | +22.0% | -65.2% | -45.5% |
| 3M | -46.0% | +20.3% | -66.3% | -48.1% |
| 6M | -62.2% | +37.9% | -100.1% | -64.9% |
| YTD | -22.8% | +82.2% | -105.0% | -32.2% |
| 1Y | -35.5% | +83.7% | -119.2% | -43.4% |
| 3Y | +128.2% | +175.4% | -47.2% | +81.5% |
| 5Y | +791.6% | +87.7% | +703.9% | +676.3% |
| All | +1,784.3% | +80.9% | +1,703.3% | +1,520.4% |
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