+58.1%
MP vs RGEN
-42.4%
+100.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | -2.9% | -4.9% | +2.1% | -1.3% |
| 30D | +13.8% | +5.7% | +8.1% | +11.6% |
| 3M | -16.7% | +32.4% | -49.1% | -25.1% |
| 6M | -11.5% | +33.2% | -44.7% | -21.2% |
| YTD | +7.9% | +2.3% | +5.7% | +5.0% |
| 1Y | -15.0% | +39.0% | -54.0% | -26.8% |
| 3Y | +153.5% | -4.6% | +158.1% | +137.9% |
| All | +58.1% | -42.4% | +100.6% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling