+642.2%
MPC vs INCY
+67.3%
+575.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.4% | +1.9% | +3.5% | +5.3% |
| 30D | +31.0% | +5.8% | +25.2% | +30.3% |
| 3M | +46.0% | +25.2% | +20.8% | +42.7% |
| 6M | +77.3% | +28.2% | +49.1% | +72.7% |
| YTD | +141.9% | +28.3% | +113.6% | +135.1% |
| 1Y | +120.9% | +48.3% | +72.6% | +110.4% |
| 3Y | +182.7% | +95.9% | +86.7% | +155.5% |
| All | +642.2% | +67.3% | +575.0% | +572.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling