-17.0%
MDLN vs RGEN
+5.3%
-22.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.5% |
| 7D | -6.2% | -4.6% | -1.6% | -5.4% |
| 30D | +0.7% | +1.2% | -0.4% | +0.2% |
| 3M | -5.4% | +26.8% | -32.3% | -11.8% |
| 6M | -21.6% | +29.1% | -50.6% | -28.7% |
| YTD | -18.9% | +0.7% | -19.7% | -26.3% |
| All | -17.0% | +5.3% | -22.2% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling