+2,302.1%
MULL vs RPRX
+134.0%
+2,168.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -8.4% | -8.4% | -0.1% | -4.0% |
| 30D | +9.7% | -0.6% | +10.3% | +10.0% |
| 3M | -26.8% | +6.4% | -33.2% | -30.5% |
| 6M | +220.7% | +26.6% | +194.1% | +163.4% |
| YTD | +509.0% | +53.8% | +455.3% | +330.9% |
| 1Y | +1,739.5% | +62.8% | +1,676.7% | +1,153.3% |
| All | +2,302.1% | +134.0% | +2,168.2% | +1,127.7% |
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