+10.2%
MTUM vs RPRX
+85.8%
-75.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.9% |
| 7D | -10.1% | +4.2% | -14.3% | -9.9% |
| 30D | -15.6% | +19.2% | -34.8% | -15.0% |
| 3M | -12.7% | +18.0% | -30.8% | -12.2% |
| 6M | -3.7% | +35.7% | -39.4% | -5.7% |
| YTD | +9.4% | +77.2% | -67.8% | +3.6% |
| 1Y | +10.2% | +82.0% | -71.8% | +4.2% |
| All | +10.2% | +85.8% | -75.6% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling