+195.2%
MCD vs RGEN
+411.3%
-216.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +16.0% | -5.1% | +21.1% | +16.4% |
| 3M | 0.0% | +0.5% | -0.5% | -0.3% |
| 6M | +0.9% | +46.6% | -45.6% | -2.7% |
| YTD | -8.7% | +1.6% | -10.3% | -9.5% |
| 1Y | -8.6% | +5.4% | -13.9% | -9.7% |
| 3Y | +9.9% | +12.8% | -3.0% | +5.6% |
| 5Y | +22.6% | -35.6% | +58.2% | +21.1% |
| All | +195.2% | +411.3% | -216.0% | +124.6% |
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