+5,979.9%
MCD vs RGEN
+1,576.0%
+4,403.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.8% | -4.9% | +2.1% | -2.7% |
| 30D | -6.0% | +5.7% | -11.7% | -6.2% |
| 3M | -5.6% | +32.4% | -38.0% | -6.3% |
| 6M | -21.9% | +33.2% | -55.0% | -22.5% |
| YTD | -14.7% | +2.3% | -17.0% | -14.9% |
| 1Y | -17.3% | +39.0% | -56.3% | -18.1% |
| 3Y | -2.2% | -4.6% | +2.5% | -2.9% |
| 5Y | +20.3% | -42.7% | +63.0% | +20.1% |
| 10Y | +180.7% | +433.6% | -252.9% | +165.6% |
| All | +5,979.9% | +1,576.0% | +4,403.9% | +5,050.8% |
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