+3,101.0%
MPC vs RGEN
+4,594.7%
-1,493.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -4.9% | +10.4% | +6.0% |
| 30D | +31.0% | +5.7% | +25.3% | +29.9% |
| 3M | +46.0% | +32.4% | +13.6% | +40.1% |
| 6M | +77.3% | +33.2% | +44.1% | +69.0% |
| YTD | +141.9% | +2.3% | +139.6% | +138.5% |
| 1Y | +120.9% | +39.0% | +81.9% | +108.4% |
| 3Y | +182.7% | -4.6% | +187.3% | +172.2% |
| 5Y | +646.4% | -42.7% | +689.1% | +642.1% |
| 10Y | +1,138.7% | +433.6% | +705.1% | +747.8% |
| All | +3,101.0% | +4,594.7% | -1,493.7% | +1,558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling