+10,685.9%
RGEN vs MDY
+2,644.5%
+8,041.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.7% |
| 30D | +2.8% | -3.1% | +6.0% | +5.3% |
| 3M | +34.5% | +1.8% | +32.6% | +32.5% |
| 6M | +40.5% | +10.8% | +29.7% | +30.3% |
| YTD | +2.8% | +14.4% | -11.6% | -6.8% |
| 1Y | +39.6% | +15.2% | +24.4% | +26.4% |
| 3Y | +4.4% | +51.2% | -46.8% | -20.3% |
| 5Y | -42.8% | +47.2% | -90.0% | -54.3% |
| 10Y | +406.7% | +171.1% | +235.6% | +162.5% |
| All | +10,685.9% | +2,644.5% | +8,041.4% | +1,292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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