-21.6%
MKC vs RGEN
+15.2%
-36.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.0% | -3.3% | +0.3% | -2.8% |
| 30D | +4.8% | -5.8% | +10.7% | +5.1% |
| 3M | -12.8% | +0.2% | -13.0% | -13.0% |
| 6M | +5.0% | +56.8% | -51.7% | +1.4% |
| YTD | -29.1% | +2.4% | -31.5% | -29.5% |
| 1Y | -26.4% | +11.4% | -37.8% | -27.3% |
| 3Y | -21.6% | +15.2% | -36.8% | -26.4% |
| All | -21.6% | +15.2% | -36.8% | -26.4% |
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