+847.8%
MU vs RGEN
-35.1%
+883.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.2% |
| 7D | -22.0% | -1.9% | -20.1% | -21.3% |
| 30D | -36.6% | +3.7% | -40.3% | -37.0% |
| 3M | -21.7% | +8.8% | -30.5% | -23.9% |
| 6M | +3.5% | +38.0% | -34.4% | -7.7% |
| YTD | +141.9% | +5.9% | +136.1% | +133.1% |
| 1Y | +189.8% | +19.7% | +170.2% | +168.7% |
| 3Y | +855.4% | +20.5% | +834.9% | +747.7% |
| All | +847.8% | -35.1% | +883.0% | +772.4% |
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 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