+427.0%
MTZ vs RPRX
+66.6%
+360.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +5.1% | -6.7% | -2.7% |
| 30D | -11.1% | +11.2% | -22.3% | -13.4% |
| 3M | -36.7% | +16.7% | -53.4% | -39.1% |
| 6M | -21.9% | +36.0% | -57.9% | -27.6% |
| YTD | +9.1% | +67.8% | -58.7% | -3.5% |
| 1Y | +30.0% | +76.7% | -46.7% | +13.4% |
| 3Y | +138.5% | +128.1% | +10.3% | +94.2% |
| 5Y | +158.3% | +82.9% | +75.5% | +123.2% |
| All | +427.0% | +66.6% | +360.3% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling