+5,897.9%
MCD vs REGN
+3,697.9%
+2,200.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.4% |
| 7D | -2.8% | +4.2% | -7.0% | -3.0% |
| 30D | -6.0% | +7.8% | -13.8% | -6.3% |
| 3M | -5.6% | +31.8% | -37.4% | -6.8% |
| 6M | -21.9% | +5.4% | -27.2% | -22.1% |
| YTD | -14.7% | +7.7% | -22.4% | -15.1% |
| 1Y | -17.3% | +46.7% | -63.9% | -18.8% |
| 3Y | -2.2% | +0.5% | -2.6% | -2.7% |
| 5Y | +20.3% | +22.9% | -2.7% | +18.2% |
| 10Y | +180.7% | +115.0% | +65.7% | +167.3% |
| All | +5,897.9% | +3,697.9% | +2,200.0% | +4,574.9% |
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