+6,279.8%
MCD vs REGN
+4,284.0%
+1,995.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.6% |
| 7D | -1.6% | +5.7% | -7.3% | -1.9% |
| 30D | +14.1% | +22.8% | -8.6% | +13.0% |
| 3M | +0.6% | +18.7% | -18.1% | -0.2% |
| 6M | 0.0% | +33.1% | -33.1% | -1.4% |
| YTD | -9.3% | +24.3% | -33.5% | -10.3% |
| 1Y | -9.3% | +38.2% | -47.5% | -10.8% |
| 3Y | +8.6% | +21.1% | -12.4% | +7.0% |
| 5Y | +21.9% | +52.8% | -30.9% | +18.6% |
| 10Y | +202.8% | +129.8% | +73.0% | +187.3% |
| All | +6,279.8% | +4,284.0% | +1,995.7% | +4,837.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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