+7,983.2%
MDT vs RGEN
+1,576.0%
+6,407.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +3.2% | -4.9% | +8.1% | +3.4% |
| 30D | +9.5% | +5.7% | +3.8% | +9.2% |
| 3M | +16.0% | +32.4% | -16.5% | +14.5% |
| 6M | +0.2% | +33.2% | -33.0% | -1.2% |
| YTD | -0.3% | +2.3% | -2.6% | -0.7% |
| 1Y | +4.7% | +39.0% | -34.3% | +2.9% |
| 3Y | +26.5% | -4.6% | +31.2% | +25.2% |
| 5Y | -18.2% | -42.7% | +24.5% | -18.2% |
| 10Y | +40.0% | +433.6% | -393.6% | +28.0% |
| All | +7,983.2% | +1,576.0% | +6,407.2% | +5,474.2% |
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 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