+97.5%
REGN vs MXL
+313.4%
-215.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.9% |
| 7D | -5.6% | +18.9% | -24.4% | -6.6% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | +28.0% | -8.0% | +36.0% | +26.4% |
| 6M | +1.2% | +341.2% | -340.1% | -14.7% |
| YTD | +1.6% | +327.8% | -326.2% | -14.3% |
| 1Y | +38.2% | +364.9% | -326.7% | +15.0% |
| 3Y | -5.4% | +229.2% | -234.6% | -23.1% |
| 5Y | +21.3% | +42.8% | -21.5% | +4.8% |
| All | +97.5% | +313.4% | -215.9% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling