+753.4%
MOD vs RPRX
+91.5%
+661.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -25.5% | +0.2% | -25.7% | -25.6% |
| 30D | -49.0% | +18.6% | -67.6% | -51.3% |
| 3M | -49.8% | +18.0% | -67.8% | -52.0% |
| 6M | -64.8% | +33.8% | -98.6% | -67.7% |
| YTD | -27.6% | +76.6% | -104.2% | -38.5% |
| 1Y | -35.2% | +68.2% | -103.4% | -44.3% |
| 3Y | +137.1% | +161.5% | -24.4% | +75.8% |
| All | +753.4% | +91.5% | +661.9% | +640.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling