-18.3%
MKC vs RGEN
+19.5%
-37.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | +9.6% | -3.5% | +13.1% | +9.7% |
| 30D | +12.0% | -6.0% | +18.0% | +12.4% |
| 3M | -2.0% | +19.0% | -21.0% | -2.5% |
| 6M | +7.2% | +50.7% | -43.5% | +6.3% |
| YTD | -23.7% | +8.8% | -32.5% | -23.9% |
| 1Y | -18.3% | +21.3% | -39.6% | -19.7% |
| All | -18.3% | +19.5% | -37.9% | -19.7% |
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