-5.9%
MDB vs RGEN
+15.5%
-21.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.7% |
| 7D | -11.4% | -1.9% | -9.4% | -10.7% |
| 30D | -13.8% | +3.7% | -17.6% | -14.6% |
| 3M | -15.5% | +8.8% | -24.3% | -18.2% |
| 6M | +17.9% | +38.0% | -20.0% | +4.1% |
| YTD | -25.5% | +5.9% | -31.3% | -28.3% |
| 1Y | -12.1% | +19.7% | -31.7% | -19.2% |
| 3Y | -5.9% | +20.5% | -26.4% | -20.5% |
| All | -5.9% | +15.5% | -21.4% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling