+101.9%
MTB vs RGEN
-44.3%
+146.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.1% | -4.6% | +5.6% | +1.8% |
| 30D | -4.6% | +1.2% | -5.8% | -5.0% |
| 3M | +6.3% | +26.8% | -20.6% | +1.6% |
| 6M | +15.6% | +29.1% | -13.5% | +9.7% |
| YTD | +20.6% | +0.7% | +19.8% | +19.0% |
| 1Y | +22.5% | +39.1% | -16.5% | +14.0% |
| 3Y | +114.4% | +2.2% | +112.2% | +103.5% |
| 5Y | +101.9% | -44.0% | +145.9% | +79.0% |
| All | +101.9% | -44.3% | +146.2% | +79.0% |
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