+2,424.1%
MTZ vs RGEN
+1,565.2%
+858.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.9% |
| 7D | +16.5% | -1.2% | +17.6% | +16.6% |
| 30D | -10.2% | -5.1% | -5.1% | -9.8% |
| 3M | -34.2% | +0.5% | -34.6% | -34.4% |
| 6M | -56.0% | +46.6% | -102.5% | -57.7% |
| YTD | -14.8% | +1.6% | -16.5% | -15.7% |
| 1Y | -7.2% | +5.4% | -12.6% | -8.4% |
| 3Y | +275.8% | +12.8% | +262.9% | +265.0% |
| 5Y | +93.5% | -35.6% | +129.1% | +93.3% |
| 10Y | +432.7% | +415.7% | +17.0% | +344.7% |
| All | +2,424.1% | +1,565.2% | +858.9% | +1,271.3% |
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