+10.5%
MDT vs RGEN
+8.1%
+2.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.0% | -3.3% | +4.3% | +1.4% |
| 30D | +9.2% | -5.8% | +15.0% | +9.8% |
| 3M | +14.5% | +0.2% | +14.3% | +13.9% |
| 6M | +37.3% | +56.8% | -19.5% | +28.5% |
| YTD | +9.8% | +2.4% | +7.4% | +9.8% |
| 1Y | +10.5% | +11.4% | -0.9% | +6.2% |
| All | +10.5% | +8.1% | +2.4% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling