+3,083.8%
MKC vs RGEN
+1,577.9%
+1,505.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -3.0% | -3.3% | +0.3% | -2.9% |
| 30D | +4.8% | -5.8% | +10.7% | +5.0% |
| 3M | -12.8% | +0.2% | -13.0% | -12.9% |
| 6M | +5.0% | +56.8% | -51.7% | +3.6% |
| YTD | -29.1% | +2.4% | -31.5% | -29.3% |
| 1Y | -26.4% | +11.4% | -37.8% | -26.8% |
| 3Y | -21.6% | +15.2% | -36.8% | -22.6% |
| 5Y | -35.2% | -35.1% | -0.2% | -35.6% |
| 10Y | +25.6% | +419.6% | -394.0% | +18.7% |
| All | +3,083.8% | +1,577.9% | +1,505.9% | +2,433.4% |
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 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