+42,373.9%
MCHP vs RGEN
+2,294.3%
+40,079.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +1.7% | -4.9% | +6.6% | +2.2% |
| 30D | -4.1% | +5.7% | -9.8% | -4.6% |
| 3M | -22.5% | +32.4% | -55.0% | -24.8% |
| 6M | +7.3% | +33.2% | -25.9% | +3.8% |
| YTD | +18.4% | +2.3% | +16.1% | +17.4% |
| 1Y | +18.1% | +39.0% | -20.9% | +13.6% |
| 3Y | -2.8% | -4.6% | +1.8% | -3.8% |
| 5Y | +5.5% | -42.7% | +48.2% | +7.6% |
| 10Y | +185.8% | +433.6% | -247.8% | +146.2% |
| All | +42,373.9% | +2,294.3% | +40,079.6% | +23,979.9% |
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