-25.3%
MDB vs REGN
+21.2%
-46.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | -1.8% | -5.6% | +3.8% | -0.8% |
| 30D | -17.3% | -2.0% | -15.3% | -17.1% |
| 3M | +2.2% | +28.0% | -25.8% | -2.5% |
| 6M | +33.9% | +1.2% | +32.7% | +33.4% |
| YTD | -13.7% | +1.6% | -15.3% | -14.2% |
| 1Y | +9.1% | +38.2% | -29.2% | -0.2% |
| 3Y | -8.1% | -5.4% | -2.8% | -7.7% |
| All | -25.3% | +21.2% | -46.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling