+5,748.5%
MTZ vs REGN
+3,697.9%
+2,050.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -1.6% | +4.2% | -5.8% | -2.2% |
| 30D | -11.1% | +7.8% | -18.9% | -12.0% |
| 3M | -36.7% | +31.8% | -68.5% | -39.2% |
| 6M | -21.9% | +5.4% | -27.3% | -22.7% |
| YTD | +9.1% | +7.7% | +1.5% | +7.6% |
| 1Y | +30.0% | +46.7% | -16.7% | +22.6% |
| 3Y | +138.5% | +0.5% | +138.0% | +134.2% |
| 5Y | +158.3% | +22.9% | +135.4% | +144.8% |
| 10Y | +700.8% | +115.0% | +585.8% | +587.6% |
| All | +5,748.5% | +3,697.9% | +2,050.7% | +2,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling