+3,298.1%
MPC vs RGEN
+4,564.4%
-1,266.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.9% |
| 7D | +9.4% | -1.2% | +10.6% | +9.5% |
| 30D | -13.4% | -5.1% | -8.4% | -13.0% |
| 3M | +18.9% | +0.5% | +18.4% | +18.2% |
| 6M | +64.9% | +46.6% | +18.3% | +55.4% |
| YTD | +156.8% | +1.6% | +155.2% | +152.4% |
| 1Y | +113.2% | +5.4% | +107.8% | +108.4% |
| 3Y | +201.8% | +12.8% | +189.0% | +184.7% |
| 5Y | +601.4% | -35.6% | +636.9% | +585.0% |
| 10Y | +1,166.0% | +415.7% | +750.3% | +767.7% |
| All | +3,298.1% | +4,564.4% | -1,266.3% | +1,655.6% |
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