+157.9%
MTZ vs RGEN
-42.4%
+200.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | -11.1% | +5.7% | -16.8% | -12.3% |
| 3M | -36.7% | +32.4% | -69.1% | -41.4% |
| 6M | -21.9% | +33.2% | -55.1% | -28.4% |
| YTD | +9.1% | +2.3% | +6.8% | +6.9% |
| 1Y | +30.0% | +39.0% | -9.0% | +17.3% |
| 3Y | +138.5% | -4.6% | +143.1% | +126.4% |
| All | +157.9% | -42.4% | +200.3% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling