+1,010.1%
MDB vs RGEN
+367.6%
+642.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -18.0% | -0.9% | -17.1% | -17.8% |
| 30D | -10.7% | +2.8% | -13.6% | -12.4% |
| 3M | +1.0% | +34.5% | -33.5% | -15.5% |
| 6M | +31.6% | +40.5% | -8.8% | +5.9% |
| YTD | -15.2% | +2.8% | -18.0% | -19.3% |
| 1Y | +10.1% | +39.6% | -29.5% | -12.8% |
| 3Y | -5.6% | +4.4% | -10.0% | -22.1% |
| 5Y | -24.5% | -42.8% | +18.2% | -16.1% |
| All | +1,010.1% | +367.6% | +642.5% | +355.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling