+49.0%
REGN vs MGY
+8.9%
+40.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -4.7% |
| 7D | +14.4% | -12.1% | +26.5% | +13.3% |
| 30D | +28.1% | -2.6% | +30.7% | +27.9% |
| 3M | +22.5% | -4.2% | +26.7% | +22.4% |
| 6M | +31.6% | -23.9% | +55.5% | +28.6% |
| YTD | +21.0% | +8.8% | +12.2% | +18.0% |
| 1Y | +49.0% | +9.5% | +39.5% | +47.1% |
| All | +49.0% | +8.9% | +40.0% | +47.1% |
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