+18.0%
MLM vs INCY
+134.7%
-116.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -5.8% | -0.5% | -5.4% | -5.7% |
| 30D | +9.8% | +9.8% | 0.0% | +8.1% |
| 3M | -5.2% | +1.0% | -6.2% | -5.5% |
| 6M | -10.3% | +21.9% | -32.2% | -13.3% |
| YTD | -15.5% | +23.8% | -39.3% | -18.9% |
| 1Y | -15.0% | +13.0% | -28.1% | -17.4% |
| All | +18.0% | +134.7% | -116.7% | +2.8% |
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