+62.7%
MP vs REGN
+21.6%
+41.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -0.7% | -5.2% | +4.5% | +0.3% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | 0.0% | +31.2% | -31.2% | -5.4% |
| 6M | -10.0% | +3.6% | -13.6% | -10.6% |
| YTD | +7.5% | +5.0% | +2.4% | +6.3% |
| 1Y | -14.0% | +45.9% | -59.9% | -21.3% |
| 3Y | +153.5% | -1.9% | +155.4% | +154.3% |
| 5Y | +62.7% | +26.2% | +36.5% | +44.4% |
| All | +62.7% | +21.6% | +41.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling