+72,065.9%
MU vs RGEN
+1,634.9%
+70,431.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.8% |
| 7D | -22.0% | -1.9% | -20.1% | -21.8% |
| 30D | -36.6% | +3.7% | -40.3% | -36.7% |
| 3M | -21.7% | +8.8% | -30.5% | -22.4% |
| 6M | +3.5% | +38.0% | -34.4% | -0.2% |
| YTD | +141.9% | +5.9% | +136.1% | +139.2% |
| 1Y | +189.8% | +19.7% | +170.2% | +183.1% |
| 3Y | +855.4% | +20.5% | +834.9% | +824.1% |
| 5Y | +869.2% | -35.0% | +904.1% | +875.3% |
| 10Y | +4,142.8% | +540.9% | +3,601.9% | +3,405.4% |
| All | +72,065.9% | +1,634.9% | +70,431.0% | +37,781.9% |
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 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