+35,221.4%
MCHP vs RGEN
+2,297.0%
+32,924.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +5.7% | -3.3% | +9.0% | +6.0% |
| 30D | -13.4% | -5.8% | -7.6% | -12.9% |
| 3M | -20.1% | +0.2% | -20.3% | -20.2% |
| 6M | -35.5% | +56.8% | -92.3% | -38.5% |
| YTD | -1.6% | +2.4% | -4.0% | -2.5% |
| 1Y | +15.5% | +11.4% | +4.0% | +13.4% |
| 3Y | -13.2% | +15.2% | -28.3% | -15.4% |
| 5Y | -17.5% | -35.1% | +17.6% | -16.6% |
| 10Y | +136.0% | +419.6% | -283.7% | +103.6% |
| All | +35,221.4% | +2,297.0% | +32,924.4% | +19,903.0% |
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