+123.2%
MPC vs INCY
+43.8%
+79.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.1% | +2.2% |
| 7D | +3.9% | -0.5% | +4.3% | +3.8% |
| 30D | +33.8% | +3.2% | +30.6% | +33.9% |
| 3M | +49.9% | +23.6% | +26.2% | +51.2% |
| 6M | +80.9% | +29.7% | +51.3% | +83.3% |
| YTD | +147.4% | +25.9% | +121.5% | +149.8% |
| 1Y | +123.2% | +43.7% | +79.5% | +122.5% |
| All | +123.2% | +43.8% | +79.4% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling