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  • MUU vs INCY✓SelectedUSD · INCYMUU vs INCY performance historyLatest closeAs of-3.01%09/08
Stock and ETF performance explorer

MUU vs INCY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,538.2%
INCY return
+90.5%
Excess return
+2,447.7%
Maximum drawdown
-75.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioINCYExcessAlpha
1D-3.0%-1.9%-1.2%-2.1%
7D+13.9%-0.5%+14.4%+14.2%
30D+24.8%+3.2%+21.6%+22.6%
3M-15.7%+23.6%-39.4%-29.6%
6M+338.9%+29.7%+309.2%+252.6%
YTD+563.2%+25.9%+537.2%+449.9%
1Y+2,577.5%+43.7%+2,533.8%+1,927.9%
All+2,538.2%+90.5%+2,447.7%+1,389.4%

Cumulative growth

Daily Returns

Daily percentage return beside INCY.

Daily Out/Under-Performance

Portfolio return minus INCY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × INCY 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 all: compounded portfolio wealth divided by compounded INCY 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…

all analysis · Full analysis span regression · 6 months rolling