+7,285.9%
MCO vs RGEN
+6,187.6%
+1,098.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -3.1% | -4.6% | +1.4% | -2.9% |
| 30D | -0.5% | +1.2% | -1.7% | -0.6% |
| 3M | +5.7% | +26.8% | -21.1% | +4.1% |
| 6M | +3.0% | +29.1% | -26.0% | +1.2% |
| YTD | -6.5% | +0.7% | -7.2% | -6.8% |
| 1Y | -5.8% | +39.1% | -44.8% | -8.0% |
| 3Y | +43.1% | +2.2% | +40.9% | +40.8% |
| 5Y | +29.5% | -44.0% | +73.5% | +30.1% |
| 10Y | +388.8% | +412.7% | -23.9% | +343.8% |
| All | +7,285.9% | +6,187.6% | +1,098.3% | +5,805.0% |
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