+40.9%
REGN vs MXL
+206.6%
-165.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -22.1% | +19.1% | -3.6% |
| 7D | +10.3% | -38.1% | +48.4% | +8.8% |
| 30D | +22.2% | -59.5% | +81.7% | +19.3% |
| 3M | +17.6% | -34.3% | +51.9% | +16.6% |
| 6M | +28.9% | -45.8% | +74.7% | +27.3% |
| YTD | +17.4% | +154.2% | -136.8% | +17.1% |
| 1Y | +40.9% | +192.1% | -151.2% | +46.4% |
| All | +40.9% | +206.6% | -165.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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