+3,134.4%
MTZ vs RGEN
+1,576.0%
+1,558.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | -11.1% | +5.7% | -16.8% | -11.5% |
| 3M | -36.7% | +32.4% | -69.1% | -38.4% |
| 6M | -21.9% | +33.2% | -55.1% | -24.3% |
| YTD | +9.1% | +2.3% | +6.8% | +8.2% |
| 1Y | +30.0% | +39.0% | -9.0% | +25.4% |
| 3Y | +138.5% | -4.6% | +143.1% | +135.0% |
| 5Y | +158.3% | -42.7% | +201.0% | +160.7% |
| 10Y | +700.8% | +433.6% | +267.2% | +568.1% |
| All | +3,134.4% | +1,576.0% | +1,558.4% | +1,660.4% |
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 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