+6,918.4%
MCK vs RGEN
+6,173.5%
+744.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -2.9% | -1.5% | -4.3% |
| 30D | -2.2% | -0.1% | -2.2% | -2.2% |
| 3M | +11.6% | +25.9% | -14.4% | +10.7% |
| 6M | -4.9% | +35.2% | -40.2% | -6.0% |
| YTD | +7.7% | +0.5% | +7.2% | +7.4% |
| 1Y | +25.2% | +37.0% | -11.8% | +23.6% |
| 3Y | +112.1% | +2.0% | +110.1% | +109.5% |
| 5Y | +345.8% | -44.2% | +390.0% | +344.8% |
| 10Y | +439.7% | +411.6% | +28.2% | +399.6% |
| All | +6,918.4% | +6,173.5% | +744.9% | +5,996.3% |
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 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