+3,393.7%
MKC vs RGEN
+1,576.0%
+1,817.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -5.9% | -4.9% | -1.0% | -5.8% |
| 30D | -0.9% | +5.7% | -6.6% | -1.0% |
| 3M | +12.7% | +32.4% | -19.7% | +11.8% |
| 6M | -19.3% | +33.2% | -52.5% | -20.0% |
| YTD | -22.2% | +2.3% | -24.4% | -22.4% |
| 1Y | -23.3% | +39.0% | -62.3% | -24.2% |
| 3Y | -30.0% | -4.6% | -25.4% | -30.5% |
| 5Y | -33.8% | -42.7% | +8.9% | -33.9% |
| 10Y | +24.4% | +433.6% | -409.2% | +17.5% |
| All | +3,393.7% | +1,576.0% | +1,817.7% | +2,681.9% |
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