+1,131.4%
MPC vs REGN
+105.3%
+1,026.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +1.8% | -5.6% | +7.4% | +2.7% |
| 30D | +14.0% | -2.0% | +16.0% | +14.3% |
| 3M | +52.2% | +28.0% | +24.3% | +46.2% |
| 6M | +75.8% | +1.2% | +74.6% | +74.6% |
| YTD | +146.3% | +1.6% | +144.6% | +144.2% |
| 1Y | +120.8% | +38.2% | +82.6% | +106.4% |
| 3Y | +172.6% | -5.4% | +178.0% | +168.4% |
| 5Y | +678.2% | +21.3% | +657.0% | +623.7% |
| All | +1,131.4% | +105.3% | +1,026.2% | +866.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling