+1,362.4%
MU vs RGEN
-3.7%
+1,366.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.5% |
| 7D | +9.0% | -4.9% | +13.9% | +10.6% |
| 30D | +13.8% | +5.7% | +8.1% | +11.9% |
| 3M | +2.1% | +32.4% | -30.4% | -7.2% |
| 6M | +153.8% | +33.2% | +120.6% | +127.5% |
| YTD | +256.4% | +2.3% | +254.1% | +248.5% |
| 1Y | +719.8% | +39.0% | +680.8% | +627.1% |
| All | +1,362.4% | -3.7% | +1,366.2% | +1,253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling