+434.7%
MTZ vs RPRX
+57.8%
+376.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -4.0% | +6.3% | +3.1% |
| 30D | -10.3% | +4.9% | -15.2% | -11.5% |
| 3M | -31.8% | +9.4% | -41.2% | -33.5% |
| 6M | -19.2% | +33.3% | -52.5% | -24.8% |
| YTD | +10.7% | +59.0% | -48.2% | -0.9% |
| 1Y | +37.5% | +69.2% | -31.7% | +21.1% |
| 3Y | +162.4% | +124.1% | +38.3% | +114.1% |
| 5Y | +166.3% | +77.9% | +88.5% | +131.9% |
| All | +434.7% | +57.8% | +376.9% | +360.1% |
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