-5.0%
MCD vs RGEN
+19.4%
-24.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.6% |
| 7D | +7.1% | -1.9% | +9.1% | +7.2% |
| 30D | +19.8% | +3.7% | +16.0% | +19.6% |
| 3M | +0.8% | +8.8% | -8.0% | +0.4% |
| 6M | -1.3% | +38.0% | -39.3% | -2.4% |
| YTD | -7.8% | +5.9% | -13.6% | -8.2% |
| 1Y | -5.0% | +19.7% | -24.6% | -7.7% |
| All | -5.0% | +19.4% | -24.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling