+3,187.8%
MPC vs NBIX
+1,933.3%
+1,254.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.5% |
| 30D | +25.0% | -5.9% | +31.0% | +26.2% |
| 3M | +55.2% | -6.1% | +61.3% | +56.3% |
| 6M | +86.4% | +19.4% | +67.0% | +79.6% |
| YTD | +148.5% | +9.4% | +139.1% | +142.6% |
| 1Y | +121.7% | +7.6% | +114.1% | +116.6% |
| 3Y | +172.9% | +42.0% | +130.9% | +148.9% |
| 5Y | +679.9% | +64.3% | +615.7% | +585.6% |
| 10Y | +1,174.7% | +215.4% | +959.3% | +897.3% |
| All | +3,187.8% | +1,933.3% | +1,254.5% | +1,539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 all: compounded portfolio wealth divided by compounded NBIX 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…
all analysis · Full analysis span regression · 6 months rolling