+213.3%
MCD vs RGEN
+457.6%
-244.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.5% |
| 7D | +7.3% | -2.4% | +9.7% | +7.5% |
| 30D | +20.0% | +0.1% | +19.9% | +19.9% |
| 3M | +3.8% | +6.6% | -2.8% | +3.0% |
| 6M | +3.8% | +40.9% | -37.2% | +0.4% |
| YTD | -5.9% | +6.2% | -12.0% | -7.0% |
| 1Y | -3.2% | +19.4% | -22.7% | -5.4% |
| 3Y | +13.3% | +17.9% | -4.6% | +8.5% |
| 5Y | +25.2% | -34.0% | +59.3% | +23.5% |
| 10Y | +213.3% | +453.9% | -240.6% | +135.4% |
| All | +213.3% | +457.6% | -244.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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