+19.3%
MLM vs RGEN
+15.5%
+3.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.3% |
| 7D | -4.1% | -1.9% | -2.2% | -3.8% |
| 30D | +8.2% | +3.7% | +4.4% | +7.4% |
| 3M | -3.6% | +8.8% | -12.4% | -5.4% |
| 6M | -15.6% | +38.0% | -53.5% | -20.5% |
| YTD | -16.4% | +5.9% | -22.3% | -18.3% |
| 1Y | -14.3% | +19.7% | -34.0% | -17.9% |
| 3Y | +19.3% | +20.5% | -1.2% | +11.8% |
| All | +19.3% | +15.5% | +3.8% | +11.8% |
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