+2,274.1%
MTZ vs RGEN
+1,634.9%
+639.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.0% | +6.6% | +9.3% |
| 7D | -6.4% | -1.9% | -4.5% | -6.3% |
| 30D | -22.1% | +3.7% | -25.8% | -22.4% |
| 3M | -32.7% | +8.8% | -41.5% | -33.4% |
| 6M | -59.8% | +38.0% | -97.8% | -61.2% |
| YTD | -19.9% | +5.9% | -25.8% | -21.0% |
| 1Y | -11.5% | +19.7% | -31.1% | -13.6% |
| 3Y | +258.1% | +20.5% | +237.6% | +245.9% |
| 5Y | +85.5% | -35.0% | +120.5% | +85.1% |
| 10Y | +492.2% | +540.9% | -48.7% | +386.6% |
| All | +2,274.1% | +1,634.9% | +639.2% | +1,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling