+6,943.4%
REGN vs MLM
+3,017.4%
+3,926.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | +3.1% | -5.8% | +8.9% | +5.4% |
| 30D | +25.8% | +9.8% | +15.9% | +21.3% |
| 3M | +20.5% | -5.2% | +25.7% | +22.5% |
| 6M | +35.0% | -10.3% | +45.2% | +39.2% |
| YTD | +24.8% | -15.5% | +40.2% | +30.7% |
| 1Y | +43.0% | -15.0% | +58.0% | +49.4% |
| 3Y | +21.2% | +17.5% | +3.8% | +10.3% |
| 5Y | +54.5% | +30.5% | +24.0% | +31.2% |
| 10Y | +130.7% | +145.5% | -14.8% | +33.7% |
| All | +6,943.4% | +3,017.4% | +3,926.0% | +1,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling