+106,206.6%
MU vs RGEN
+1,576.0%
+104,630.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.2% |
| 7D | +9.0% | -4.9% | +13.9% | +9.5% |
| 30D | +13.8% | +5.7% | +8.1% | +13.2% |
| 3M | +2.1% | +32.4% | -30.4% | -1.0% |
| 6M | +153.8% | +33.2% | +120.6% | +145.4% |
| YTD | +256.4% | +2.3% | +254.1% | +253.6% |
| 1Y | +719.8% | +39.0% | +680.8% | +689.2% |
| 3Y | +1,360.4% | -4.6% | +1,365.0% | +1,339.7% |
| 5Y | +1,312.4% | -42.7% | +1,355.1% | +1,336.4% |
| 10Y | +6,142.6% | +433.6% | +5,709.0% | +5,133.0% |
| All | +106,206.6% | +1,576.0% | +104,630.6% | +55,910.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling