+959.5%
MDB vs INCY
+6.8%
+952.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +11.6% | +3.1% | +8.4% | +10.4% |
| 30D | -8.9% | +12.0% | -21.0% | -12.8% |
| 3M | -22.4% | +0.8% | -23.2% | -23.2% |
| 6M | +10.1% | +22.8% | -12.7% | 0.0% |
| YTD | -19.0% | +23.2% | -42.3% | -26.9% |
| 1Y | -7.0% | +12.4% | -19.4% | -13.2% |
| 3Y | -9.8% | +132.1% | -141.9% | -41.6% |
| 5Y | -40.1% | +85.5% | -125.5% | -56.1% |
| All | +959.5% | +6.8% | +952.7% | +724.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling