+175.1%
MPC vs REGN
-1.1%
+176.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +3.7% |
| 30D | +25.0% | +0.1% | +25.0% | +25.0% |
| 3M | +55.2% | +31.2% | +23.9% | +50.9% |
| 6M | +86.4% | +3.6% | +82.8% | +86.1% |
| YTD | +148.5% | +5.0% | +143.4% | +147.2% |
| 1Y | +121.7% | +45.9% | +75.8% | +107.4% |
| All | +175.1% | -1.1% | +176.2% | +163.6% |
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