+4,609.2%
MU vs RGEN
+450.6%
+4,158.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.1% |
| 7D | +2.0% | -3.1% | +5.2% | +3.4% |
| 30D | -18.0% | +0.1% | -18.0% | -17.7% |
| 3M | -6.6% | +4.8% | -11.3% | -8.3% |
| 6M | +2.0% | +48.9% | -46.9% | -12.1% |
| YTD | +184.5% | +5.3% | +179.1% | +173.0% |
| 1Y | +236.9% | +12.5% | +224.4% | +216.3% |
| 3Y | +987.0% | +17.0% | +970.0% | +857.2% |
| 5Y | +1,014.6% | -35.4% | +1,050.0% | +1,007.0% |
| 10Y | +4,609.2% | +434.6% | +4,174.6% | +2,052.3% |
| All | +4,609.2% | +450.6% | +4,158.6% | +2,052.3% |
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