+339.0%
MCK vs RGEN
-44.2%
+383.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | +12.1% | +23.9% | -11.8% | +12.2% |
| 6M | -5.4% | +38.5% | -44.0% | -5.2% |
| YTD | +7.8% | +0.8% | +7.0% | +7.7% |
| 1Y | +22.9% | +38.2% | -15.3% | +23.3% |
| 3Y | +110.7% | +1.3% | +109.4% | +110.6% |
| All | +339.0% | -44.2% | +383.2% | +326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling