+2,444.0%
MULL vs RPRX
+141.9%
+2,302.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -0.3% |
| 7D | +14.0% | -2.8% | +16.8% | +15.7% |
| 30D | +24.8% | +7.2% | +17.7% | +20.0% |
| 3M | -16.1% | +10.9% | -27.0% | -22.1% |
| 6M | +330.9% | +34.6% | +296.3% | +240.5% |
| YTD | +545.0% | +59.0% | +486.0% | +347.6% |
| 1Y | +2,427.1% | +72.5% | +2,354.6% | +1,563.8% |
| All | +2,444.0% | +141.9% | +2,302.1% | +1,175.3% |
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