+117.2%
MPC vs REGN
+45.3%
+71.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.7% | -8.4% |
| 7D | -10.9% | +14.4% | -25.3% | -9.6% |
| 30D | -9.4% | +28.1% | -37.5% | -6.7% |
| 3M | +26.0% | +22.5% | +3.5% | +29.1% |
| 6M | +56.5% | +31.6% | +24.9% | +62.8% |
| YTD | +144.3% | +21.0% | +123.2% | +152.6% |
| 1Y | +117.2% | +49.0% | +68.3% | +126.8% |
| All | +117.2% | +45.3% | +71.9% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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