-17.8%
MP vs REGN
+43.6%
-61.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.4% |
| 7D | -4.6% | -6.0% | +1.4% | -4.2% |
| 30D | -7.1% | -0.4% | -6.7% | -7.0% |
| 3M | -4.0% | +32.0% | -36.0% | -4.0% |
| 6M | -16.7% | +3.0% | -19.7% | -16.3% |
| YTD | +1.6% | +3.2% | -1.6% | +2.2% |
| 1Y | -17.8% | +43.4% | -61.3% | -8.1% |
| All | -17.8% | +43.6% | -61.4% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling