+46.7%
REGN vs MGY
+15.5%
+31.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.0% |
| 7D | +4.2% | +2.1% | +2.1% | +4.4% |
| 30D | +7.8% | +13.8% | -6.0% | +9.2% |
| 3M | +31.8% | -4.3% | +36.1% | +31.0% |
| 6M | +5.4% | -5.1% | +10.4% | +4.0% |
| YTD | +7.7% | +24.8% | -17.1% | +8.3% |
| 1Y | +46.7% | +11.8% | +34.9% | +46.6% |
| All | +46.7% | +15.5% | +31.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling