+30.0%
MTZ vs RPRX
+77.4%
-47.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +5.1% | -6.7% | -3.0% |
| 30D | -11.1% | +11.2% | -22.3% | -13.9% |
| 3M | -36.7% | +16.7% | -53.4% | -39.5% |
| 6M | -21.9% | +36.0% | -57.9% | -29.7% |
| YTD | +9.1% | +67.8% | -58.7% | -5.0% |
| 1Y | +30.0% | +76.7% | -46.7% | +13.6% |
| All | +30.0% | +77.4% | -47.5% | +13.6% |
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