+110.2%
MTB vs RGEN
+415.2%
-305.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | -3.3% | +4.8% | +2.0% |
| 30D | +2.3% | -5.8% | +8.2% | +3.1% |
| 3M | -12.1% | +0.2% | -12.3% | -12.6% |
| 6M | +9.8% | +56.8% | -47.0% | +2.3% |
| YTD | +12.0% | +2.4% | +9.6% | +10.2% |
| 1Y | +22.0% | +11.4% | +10.6% | +18.6% |
| 3Y | +107.6% | +15.2% | +92.4% | +95.8% |
| 5Y | +61.9% | -35.1% | +96.9% | +57.2% |
| All | +110.2% | +415.2% | -305.0% | +47.4% |
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 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