-2.8%
MCHP vs RGEN
+1.9%
-4.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -11.1% | -0.1% | -11.1% | -11.3% |
| 3M | -18.1% | +25.9% | -44.0% | -25.7% |
| 6M | +10.8% | +35.2% | -24.4% | -3.7% |
| YTD | +14.2% | +0.5% | +13.7% | +12.0% |
| 1Y | +13.5% | +37.0% | -23.5% | -3.7% |
| All | -2.8% | +1.9% | -4.7% | -8.5% |
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