+1,135.3%
MPC vs RGEN
+450.6%
+684.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +2.6% | -3.1% | +5.7% | +2.9% |
| 30D | -12.2% | +0.1% | -12.3% | -12.3% |
| 3M | +20.1% | +4.8% | +15.3% | +18.9% |
| 6M | +60.6% | +48.9% | +11.7% | +51.6% |
| YTD | +150.6% | +5.3% | +145.2% | +145.9% |
| 1Y | +104.7% | +12.5% | +92.2% | +99.0% |
| 3Y | +194.5% | +17.0% | +177.5% | +177.4% |
| 5Y | +582.3% | -35.4% | +617.6% | +565.8% |
| 10Y | +1,135.3% | +434.6% | +700.7% | +741.8% |
| All | +1,135.3% | +450.6% | +684.6% | +741.8% |
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 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