+163.8%
MPC vs INCY
+116.8%
+47.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | -16.2% | -0.6% | -15.6% | -16.2% |
| 30D | -15.7% | +5.5% | -21.2% | -15.7% |
| 3M | +24.9% | +1.1% | +23.8% | +24.9% |
| 6M | +52.7% | +19.8% | +32.8% | +51.7% |
| YTD | +131.9% | +21.1% | +110.7% | +130.0% |
| 1Y | +96.6% | +13.7% | +82.9% | +95.9% |
| 3Y | +163.8% | +119.3% | +44.5% | +145.9% |
| All | +163.8% | +116.8% | +47.0% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling