+642.2%
MPC vs RGEN
-42.4%
+684.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +5.4% | -4.9% | +10.4% | +5.9% |
| 30D | +31.0% | +5.7% | +25.3% | +30.1% |
| 3M | +46.0% | +32.4% | +13.6% | +41.1% |
| 6M | +77.3% | +33.2% | +44.1% | +70.3% |
| YTD | +141.9% | +2.3% | +139.6% | +139.9% |
| 1Y | +120.9% | +39.0% | +81.9% | +110.2% |
| 3Y | +182.7% | -4.6% | +187.3% | +173.3% |
| All | +642.2% | -42.4% | +684.7% | +578.4% |
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