+127.0%
MP vs RGEN
+15.5%
+111.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.1% |
| 7D | -10.5% | -1.9% | -8.6% | -9.9% |
| 30D | -23.5% | +3.7% | -27.3% | -24.4% |
| 3M | -25.4% | +8.8% | -34.2% | -27.8% |
| 6M | -51.3% | +38.0% | -89.2% | -56.7% |
| YTD | -29.9% | +5.9% | -35.8% | -32.7% |
| 1Y | -31.8% | +19.7% | -51.5% | -37.1% |
| 3Y | +127.0% | +20.5% | +106.5% | +81.3% |
| All | +127.0% | +15.5% | +111.5% | +81.3% |
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