+442.2%
MTZ vs RACE
+740.2%
-297.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.0% |
| 7D | -8.7% | +0.2% | -8.9% | -9.2% |
| 30D | -15.0% | +6.6% | -21.6% | -17.7% |
| 3M | -32.6% | +2.2% | -34.8% | -33.7% |
| 6M | -56.3% | +22.4% | -78.7% | -60.8% |
| YTD | -16.8% | +13.8% | -30.6% | -23.6% |
| 1Y | -10.0% | +2.2% | -12.3% | -13.2% |
| 3Y | +267.1% | +25.6% | +241.5% | +206.2% |
| 5Y | +89.9% | +71.0% | +18.9% | +32.0% |
| 10Y | +442.2% | +739.1% | -296.8% | +92.0% |
| All | +442.2% | +740.2% | -297.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling