+534.5%
MPC vs RGEN
-35.1%
+569.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -16.2% | -1.9% | -14.2% | -16.0% |
| 30D | -15.7% | +3.7% | -19.5% | -16.1% |
| 3M | +24.9% | +8.8% | +16.1% | +23.3% |
| 6M | +52.7% | +38.0% | +14.7% | +46.1% |
| YTD | +131.9% | +5.9% | +126.0% | +128.4% |
| 1Y | +96.6% | +19.7% | +77.0% | +90.5% |
| 3Y | +163.8% | +20.5% | +143.3% | +148.9% |
| All | +534.5% | -35.1% | +569.6% | +450.2% |
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