+199.5%
MCHP vs RGEN
+415.7%
-216.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -1.4% | +1.5% | +0.6% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | -19.7% | +23.9% | -43.6% | -26.6% |
| 6M | +14.0% | +38.5% | -24.5% | -1.4% |
| YTD | +18.4% | +0.8% | +17.6% | +14.9% |
| 1Y | +17.1% | +38.2% | -21.1% | 0.0% |
| 3Y | +0.7% | +1.3% | -0.6% | -7.9% |
| 5Y | +5.1% | -44.0% | +49.1% | +10.4% |
| All | +199.5% | +415.7% | -216.3% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling