-31.3%
MKC vs RGEN
+4.3%
-35.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.3% | -0.9% | -3.5% | -4.3% |
| 30D | -2.0% | +2.8% | -4.8% | -2.2% |
| 3M | +10.0% | +34.5% | -24.5% | +7.8% |
| 6M | -18.5% | +40.5% | -59.0% | -20.5% |
| YTD | -22.4% | +2.8% | -25.3% | -22.8% |
| 1Y | -23.6% | +39.6% | -63.3% | -25.7% |
| All | -31.3% | +4.3% | -35.6% | -32.2% |
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 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