+1,174.7%
MPC vs INCY
+56.1%
+1,118.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +3.2% | -2.2% | +5.4% | +3.7% |
| 30D | +25.0% | +3.7% | +21.4% | +24.0% |
| 3M | +55.2% | +22.1% | +33.1% | +48.2% |
| 6M | +86.4% | +29.8% | +56.6% | +75.1% |
| YTD | +148.5% | +27.6% | +120.9% | +133.3% |
| 1Y | +121.7% | +47.2% | +74.5% | +100.8% |
| 3Y | +172.9% | +97.0% | +75.9% | +124.4% |
| 5Y | +679.9% | +73.4% | +606.6% | +552.9% |
| 10Y | +1,174.7% | +59.2% | +1,115.5% | +826.5% |
| All | +1,174.7% | +56.1% | +1,118.6% | +826.5% |
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