+2.7%
MDT vs RGEN
-35.5%
+38.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 6M | +37.3% | +56.8% | -19.5% | +29.3% |
| YTD | +9.8% | +2.4% | +7.4% | +8.3% |
| 1Y | +10.5% | +11.4% | -0.9% | +7.9% |
| 3Y | +57.4% | +15.2% | +42.3% | +49.1% |
| All | +2.7% | -35.5% | +38.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling