+38.0%
MDT vs RGEN
+414.1%
-376.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +15.2% | +25.9% | -10.7% | +11.2% |
| 6M | +3.7% | +35.2% | -31.5% | -1.2% |
| YTD | -3.0% | +0.5% | -3.5% | -4.0% |
| 1Y | +2.5% | +37.0% | -34.5% | -3.1% |
| 3Y | +26.5% | +2.0% | +24.4% | +20.6% |
| 5Y | -18.3% | -44.2% | +25.9% | -17.9% |
| All | +38.0% | +414.1% | -376.1% | -2.4% |
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