+445.3%
MP vs REGN
+31.8%
+413.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | -2.9% | +4.2% | -7.1% | -3.6% |
| 30D | +13.8% | +7.8% | +6.0% | +12.5% |
| 3M | -16.7% | +31.8% | -48.5% | -20.5% |
| 6M | -11.5% | +5.4% | -16.9% | -12.3% |
| YTD | +7.9% | +7.7% | +0.3% | +6.5% |
| 1Y | -15.0% | +46.7% | -61.7% | -20.9% |
| 3Y | +153.5% | +0.5% | +153.0% | +152.6% |
| 5Y | +58.7% | +22.9% | +35.7% | +47.0% |
| All | +445.3% | +31.8% | +413.5% | +399.3% |
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 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