+6.3%
MUB vs RPRX
+66.6%
-60.3%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +5.1% | -6.0% | -0.9% |
| 30D | -1.4% | +11.2% | -12.6% | -1.6% |
| 3M | -2.2% | +16.7% | -18.9% | -2.4% |
| 6M | -1.9% | +36.0% | -37.9% | -2.5% |
| YTD | -0.8% | +67.8% | -68.6% | -1.8% |
| 1Y | +2.7% | +76.7% | -74.0% | +1.6% |
| 3Y | +8.6% | +128.1% | -119.5% | +6.8% |
| 5Y | +2.0% | +82.9% | -80.8% | +0.7% |
| All | +6.3% | +66.6% | -60.3% | +4.9% |
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