+120.9%
MPC vs REGN
+46.5%
+74.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.1% |
| 7D | +5.4% | +4.2% | +1.2% | +5.8% |
| 30D | +31.0% | +7.8% | +23.2% | +31.9% |
| 3M | +46.0% | +31.8% | +14.2% | +50.4% |
| 6M | +77.3% | +5.4% | +71.9% | +80.3% |
| YTD | +141.9% | +7.7% | +134.3% | +145.7% |
| 1Y | +120.9% | +46.7% | +74.2% | +129.4% |
| All | +120.9% | +46.5% | +74.4% | +129.4% |
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