-33.5%
MKC vs RGEN
-44.3%
+10.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -4.3% | -4.6% | +0.3% | -4.1% |
| 30D | -3.1% | +1.2% | -4.3% | -3.2% |
| 3M | +6.8% | +26.8% | -20.0% | +5.2% |
| 6M | -18.3% | +29.1% | -47.4% | -19.8% |
| YTD | -23.1% | +0.7% | -23.8% | -23.4% |
| 1Y | -23.7% | +39.1% | -62.7% | -25.6% |
| 3Y | -31.0% | +2.2% | -33.3% | -32.5% |
| 5Y | -33.5% | -44.0% | +10.5% | -35.4% |
| All | -33.5% | -44.3% | +10.8% | -35.4% |
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 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