-10.5%
MDB vs INCY
+134.7%
-145.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +3.0% | -0.5% | +3.4% | +3.0% |
| 30D | -11.3% | +9.8% | -21.1% | -11.7% |
| 3M | -23.0% | +1.0% | -24.0% | -23.1% |
| 6M | +14.8% | +21.9% | -7.1% | +13.0% |
| YTD | -19.4% | +23.8% | -43.2% | -20.9% |
| 1Y | -9.0% | +13.0% | -22.0% | -9.9% |
| All | -10.5% | +134.7% | -145.3% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling