+453.7%
MP vs INCY
+18.7%
+435.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +8.3% | +3.2% | +5.1% | +7.5% |
| 3M | -3.8% | +23.6% | -27.4% | -10.1% |
| 6M | -4.9% | +29.7% | -34.6% | -12.7% |
| YTD | +9.6% | +25.9% | -16.3% | +1.4% |
| 1Y | -11.7% | +43.7% | -55.4% | -22.4% |
| 3Y | +158.5% | +94.4% | +64.1% | +98.7% |
| 5Y | +68.9% | +68.0% | +0.9% | +36.4% |
| All | +453.7% | +18.7% | +435.0% | +369.7% |
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