+287.6%
MP vs RGEN
+45.0%
+242.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +9.5% | -3.3% | +12.7% | +10.7% |
| 30D | -3.0% | -5.8% | +2.9% | -1.1% |
| 3M | -30.4% | +0.2% | -30.5% | -30.9% |
| 6M | -39.2% | +56.8% | -96.0% | -48.7% |
| YTD | -23.3% | +2.4% | -25.7% | -25.8% |
| 1Y | -32.6% | +11.4% | -44.1% | -36.7% |
| 3Y | +159.3% | +15.2% | +144.1% | +127.5% |
| 5Y | -16.4% | -35.1% | +18.6% | -18.1% |
| All | +287.6% | +45.0% | +242.6% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling