+206.2%
MLM vs INCY
+51.3%
+154.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -6.5% | +3.2% | -9.7% | -7.1% |
| 3M | -7.4% | +23.6% | -31.0% | -11.6% |
| 6M | -15.8% | +29.7% | -45.5% | -20.4% |
| YTD | -17.4% | +25.9% | -43.4% | -21.7% |
| 1Y | -17.9% | +43.7% | -61.6% | -24.5% |
| 3Y | +18.9% | +94.4% | -75.6% | +0.8% |
| 5Y | +43.4% | +68.0% | -24.5% | +24.3% |
| 10Y | +206.2% | +52.5% | +153.7% | +126.5% |
| All | +206.2% | +51.3% | +154.9% | +126.5% |
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