+100.4%
REGN vs MLM
+209.3%
-108.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -1.3% | -4.7% | -5.7% |
| 30D | -0.4% | -9.1% | +8.7% | +1.6% |
| 3M | +32.0% | -9.0% | +41.0% | +34.1% |
| 6M | +3.0% | -17.0% | +20.1% | +6.6% |
| YTD | +3.2% | -19.0% | +22.1% | +6.9% |
| 1Y | +43.4% | -18.1% | +61.5% | +48.2% |
| 3Y | -3.6% | +16.7% | -20.3% | -7.8% |
| 5Y | +23.1% | +40.2% | -17.1% | +12.3% |
| All | +100.4% | +209.3% | -108.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling