-14.3%
MLM vs INCY
+12.6%
-26.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | +8.2% | +5.5% | +2.7% | +7.1% |
| 3M | -3.6% | +1.1% | -4.7% | -3.9% |
| 6M | -15.6% | +19.8% | -35.4% | -18.2% |
| YTD | -16.4% | +21.1% | -37.6% | -21.0% |
| 1Y | -14.3% | +13.7% | -28.1% | -18.1% |
| All | -14.3% | +12.6% | -26.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling