+1,098.3%
MPC vs INCY
+14.6%
+1,083.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -8.8% | +2.3% | -11.1% | -9.3% |
| 30D | -14.4% | +6.7% | -21.0% | -15.6% |
| 3M | +21.9% | -1.0% | +23.0% | +21.7% |
| 6M | +60.1% | +22.1% | +38.1% | +52.3% |
| YTD | +142.3% | +21.8% | +120.5% | +129.1% |
| 1Y | +101.7% | +13.5% | +88.2% | +93.5% |
| 3Y | +184.8% | +129.4% | +55.4% | +124.1% |
| 5Y | +564.6% | +84.0% | +480.6% | +446.4% |
| 10Y | +1,098.3% | +14.9% | +1,083.4% | +892.9% |
| All | +1,098.3% | +14.6% | +1,083.8% | +892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling