+272.3%
MTZ vs REGN
+21.2%
+251.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +5.0% | +5.7% | -0.7% | +4.0% |
| 30D | -6.0% | +22.8% | -28.8% | -8.5% |
| 3M | -36.1% | +18.7% | -54.8% | -37.6% |
| 6M | -56.9% | +33.1% | -89.9% | -58.7% |
| YTD | -15.9% | +24.3% | -40.2% | -18.7% |
| 1Y | -3.8% | +38.2% | -42.0% | -8.5% |
| 3Y | +272.3% | +21.1% | +251.2% | +323.1% |
| All | +272.3% | +21.2% | +251.1% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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