+942.1%
MDB vs RGEN
+365.6%
+576.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | +6.8% | -3.3% | +10.1% | +8.6% |
| 30D | -6.2% | -5.8% | -0.4% | -3.0% |
| 3M | -29.2% | +0.2% | -29.4% | -30.3% |
| 6M | +10.3% | +56.8% | -46.5% | -15.6% |
| YTD | -20.4% | +2.4% | -22.8% | -24.7% |
| 1Y | -4.8% | +11.4% | -16.3% | -14.4% |
| 3Y | -11.6% | +15.2% | -26.7% | -30.9% |
| 5Y | -41.0% | -35.1% | -5.9% | -38.6% |
| All | +942.1% | +365.6% | +576.5% | +324.3% |
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 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