-45.2%
MDB vs RGEN
-35.1%
-10.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.2% |
| 7D | -11.4% | -1.9% | -9.4% | -10.4% |
| 30D | -13.8% | +3.7% | -17.6% | -15.2% |
| 3M | -15.5% | +8.8% | -24.3% | -19.9% |
| 6M | +17.9% | +38.0% | -20.0% | -3.3% |
| YTD | -25.5% | +5.9% | -31.3% | -30.4% |
| 1Y | -12.1% | +19.7% | -31.7% | -23.6% |
| 3Y | -5.9% | +20.5% | -26.4% | -28.7% |
| All | -45.2% | -35.1% | -10.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling