-20.7%
MDLN vs RGEN
+5.3%
-26.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -11.1% | -1.4% | -9.7% | -10.9% |
| 30D | -8.4% | -0.3% | -8.1% | -8.6% |
| 3M | -12.4% | +23.9% | -36.3% | -17.7% |
| 6M | -23.3% | +38.5% | -61.8% | -30.6% |
| YTD | -22.5% | +0.8% | -23.4% | -29.6% |
| All | -20.7% | +5.3% | -26.0% | -28.0% |
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 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