+199.8%
MPC vs REGN
+21.2%
+178.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +11.2% | +5.7% | +5.6% | +10.7% |
| 30D | -14.5% | +22.8% | -37.2% | -15.9% |
| 3M | +16.7% | +18.7% | -2.0% | +15.0% |
| 6M | +67.6% | +33.1% | +34.5% | +63.4% |
| YTD | +157.9% | +24.3% | +133.7% | +153.1% |
| 1Y | +116.7% | +38.2% | +78.5% | +108.8% |
| 3Y | +199.8% | +21.1% | +178.7% | +210.8% |
| All | +199.8% | +21.2% | +178.6% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling