+671.3%
MPC vs REGN
+23.2%
+648.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +1.2% | -6.0% | +7.2% | +1.9% |
| 30D | +17.0% | -0.4% | +17.3% | +17.0% |
| 3M | +49.5% | +32.0% | +17.5% | +44.9% |
| 6M | +83.5% | +3.0% | +80.5% | +82.7% |
| YTD | +144.1% | +3.2% | +140.9% | +142.7% |
| 1Y | +119.6% | +43.4% | +76.1% | +107.2% |
| 3Y | +168.1% | -3.6% | +171.7% | +163.0% |
| 5Y | +671.3% | +23.1% | +648.2% | +635.3% |
| All | +671.3% | +23.2% | +648.1% | +635.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling