-9.3%
MCD vs RGEN
+8.1%
-17.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | -3.3% | +1.6% | -1.6% |
| 30D | +14.1% | -5.8% | +20.0% | +14.3% |
| 3M | +0.6% | +0.2% | +0.4% | +0.5% |
| 6M | 0.0% | +56.8% | -56.7% | -1.3% |
| YTD | -9.3% | +2.4% | -11.7% | -10.3% |
| 1Y | -9.3% | +11.4% | -20.7% | -11.3% |
| All | -9.3% | +8.1% | -17.4% | -11.3% |
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