+6,406.5%
MCD vs RGEN
+1,565.2%
+4,841.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | +16.0% | -5.1% | +21.1% | +16.2% |
| 3M | 0.0% | +0.5% | -0.5% | -0.1% |
| 6M | +0.9% | +46.6% | -45.6% | -0.2% |
| YTD | -8.7% | +1.6% | -10.3% | -9.0% |
| 1Y | -8.6% | +5.4% | -13.9% | -8.9% |
| 3Y | +9.9% | +12.8% | -3.0% | +8.7% |
| 5Y | +22.6% | -35.6% | +58.2% | +22.1% |
| 10Y | +204.6% | +415.7% | -211.1% | +188.4% |
| All | +6,406.5% | +1,565.2% | +4,841.3% | +5,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling