+14.5%
MDB vs REGN
+46.5%
-32.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.3% |
| 7D | -17.4% | +4.2% | -21.7% | -17.0% |
| 30D | -2.0% | +7.8% | -9.8% | -1.1% |
| 3M | -3.0% | +31.8% | -34.8% | +0.9% |
| 6M | +48.7% | +5.4% | +43.3% | +53.9% |
| YTD | -12.1% | +7.7% | -19.8% | -8.6% |
| 1Y | +14.5% | +46.7% | -32.2% | +19.1% |
| All | +14.5% | +46.5% | -32.0% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling