+2,330.7%
MULL vs RPRX
+134.5%
+2,196.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -7.7% |
| 7D | +3.6% | -8.0% | +11.6% | +8.4% |
| 30D | +22.0% | +2.1% | +19.9% | +20.7% |
| 3M | -8.6% | +8.2% | -16.8% | -14.2% |
| 6M | +248.5% | +28.9% | +219.6% | +182.8% |
| YTD | +516.3% | +54.1% | +462.2% | +335.5% |
| 1Y | +2,036.6% | +65.5% | +1,971.1% | +1,342.0% |
| All | +2,330.7% | +134.5% | +2,196.2% | +1,140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling