+21.6%
REGN vs MLM
+18.0%
+3.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.9% |
| 7D | +3.1% | -5.8% | +8.9% | +4.7% |
| 30D | +25.8% | +9.8% | +15.9% | +22.8% |
| 3M | +20.5% | -5.2% | +25.7% | +22.0% |
| 6M | +35.0% | -10.3% | +45.2% | +38.1% |
| YTD | +24.8% | -15.5% | +40.2% | +28.4% |
| 1Y | +43.0% | -15.0% | +58.0% | +46.8% |
| All | +21.6% | +18.0% | +3.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling