+64.8%
RPRX vs MTB
+151.9%
-87.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.1% | +1.7% | +3.4% | +4.9% |
| 30D | +11.2% | -4.2% | +15.4% | +11.8% |
| 3M | +16.7% | +8.9% | +7.9% | +15.3% |
| 6M | +36.0% | +10.9% | +25.1% | +34.0% |
| YTD | +67.8% | +21.5% | +46.3% | +63.2% |
| 1Y | +76.7% | +21.9% | +54.8% | +71.7% |
| 3Y | +128.1% | +109.2% | +18.9% | +105.0% |
| 5Y | +82.9% | +102.0% | -19.1% | +66.9% |
| All | +64.8% | +151.9% | -87.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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