+1,106.2%
MPC vs INCY
+27.4%
+1,078.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.2% |
| 7D | -9.4% | +1.5% | -11.0% | -9.7% |
| 30D | -14.3% | +8.1% | -22.4% | -15.8% |
| 3M | +31.1% | +1.1% | +30.0% | +30.3% |
| 6M | +60.3% | +23.7% | +36.6% | +52.1% |
| YTD | +142.5% | +23.4% | +119.1% | +128.8% |
| 1Y | +104.6% | +15.0% | +89.6% | +95.8% |
| 3Y | +191.7% | +132.1% | +59.6% | +129.0% |
| 5Y | +549.2% | +83.2% | +466.0% | +434.9% |
| 10Y | +1,106.2% | +17.1% | +1,089.2% | +896.2% |
| All | +1,106.2% | +27.4% | +1,078.8% | +896.2% |
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