-4.3%
MTZ vs RGEN
+18.8%
-23.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +12.9% | -3.1% | +16.0% | +13.1% |
| 30D | -8.5% | +0.1% | -8.6% | -8.7% |
| 3M | -30.6% | +4.8% | -35.4% | -31.3% |
| 6M | -55.1% | +48.9% | -104.0% | -58.0% |
| YTD | -13.0% | +5.3% | -18.3% | -5.3% |
| 1Y | -4.3% | +12.5% | -16.8% | +0.4% |
| All | -4.3% | +18.8% | -23.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling