+320.3%
MTZ vs RPRX
+82.4%
+237.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +12.9% | +3.6% | +9.2% | +12.1% |
| 30D | -8.5% | +21.2% | -29.7% | -12.4% |
| 3M | -30.6% | +21.6% | -52.2% | -33.8% |
| 6M | -55.1% | +36.7% | -91.8% | -58.4% |
| YTD | -13.0% | +83.7% | -96.6% | -24.6% |
| 1Y | -4.3% | +83.2% | -87.4% | -17.0% |
| 3Y | +284.0% | +177.7% | +106.4% | +197.9% |
| 5Y | +97.7% | +95.8% | +1.9% | +68.1% |
| All | +320.3% | +82.4% | +237.9% | +250.0% |
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