+161.4%
MTZ vs REGN
+23.2%
+138.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | 0.0% | -6.0% | +5.9% | +0.9% |
| 30D | -14.8% | -0.4% | -14.5% | -14.9% |
| 3M | -30.8% | +32.0% | -62.8% | -34.4% |
| 6M | -22.6% | +3.0% | -25.7% | -23.3% |
| YTD | +6.8% | +3.2% | +3.7% | +5.7% |
| 1Y | +22.1% | +43.4% | -21.3% | +14.2% |
| 3Y | +153.1% | -3.6% | +156.7% | +153.6% |
| 5Y | +161.4% | +23.1% | +138.3% | +136.1% |
| All | +161.4% | +23.2% | +138.2% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling