+25.3%
MDT vs RGEN
+4.3%
+21.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +6.0% | +2.8% | +3.2% | +5.6% |
| 3M | +15.5% | +34.5% | -18.9% | +11.6% |
| 6M | +3.4% | +40.5% | -37.1% | -1.0% |
| YTD | -2.2% | +2.8% | -5.0% | -3.3% |
| 1Y | +2.6% | +39.6% | -37.0% | -2.0% |
| All | +25.3% | +4.3% | +21.0% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling