-3.8%
MTZ vs RGEN
+8.1%
-12.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.3% |
| 7D | +5.0% | -3.3% | +8.3% | +5.3% |
| 30D | -6.0% | -5.8% | -0.2% | -5.8% |
| 3M | -36.1% | +0.2% | -36.3% | -36.4% |
| 6M | -56.9% | +56.8% | -113.6% | -60.1% |
| YTD | -15.9% | +2.4% | -18.3% | -8.5% |
| 1Y | -3.8% | +11.4% | -15.3% | +0.1% |
| All | -3.8% | +8.1% | -12.0% | +0.1% |
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