+158.5%
MP vs REGN
-1.5%
+160.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +3.0% | -1.6% | +4.7% | +3.2% |
| 30D | +8.3% | +3.4% | +4.9% | +8.1% |
| 3M | -3.8% | +32.7% | -36.5% | -5.6% |
| 6M | -4.9% | +6.9% | -11.8% | -5.1% |
| YTD | +9.6% | +5.4% | +4.2% | +9.5% |
| 1Y | -11.7% | +45.8% | -57.6% | -13.4% |
| 3Y | +158.5% | -1.5% | +160.0% | +153.3% |
| All | +158.5% | -1.5% | +160.0% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling