+8.6%
MCD vs RGEN
+15.2%
-6.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | -3.3% | +1.6% | -1.5% |
| 30D | +14.1% | -5.8% | +20.0% | +14.4% |
| 3M | +0.6% | +0.2% | +0.4% | +0.4% |
| 6M | 0.0% | +56.8% | -56.7% | -2.5% |
| YTD | -9.3% | +2.4% | -11.7% | -9.7% |
| 1Y | -9.3% | +11.4% | -20.7% | -10.2% |
| 3Y | +8.6% | +15.2% | -6.5% | +5.6% |
| All | +8.6% | +15.2% | -6.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling