+267.3%
MP vs REGN
+52.7%
+214.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | 0.0% |
| 7D | +2.3% | +3.1% | -0.8% | +1.8% |
| 30D | -15.3% | +25.8% | -41.1% | -18.7% |
| 3M | -33.5% | +20.5% | -54.0% | -35.7% |
| 6M | -45.5% | +35.0% | -80.5% | -48.2% |
| YTD | -27.3% | +24.8% | -52.1% | -30.1% |
| 1Y | -40.7% | +43.0% | -83.7% | -44.4% |
| 3Y | +145.9% | +21.2% | +124.6% | +136.1% |
| 5Y | -13.9% | +54.5% | -68.4% | -22.2% |
| All | +267.3% | +52.7% | +214.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling