+404.4%
MTZ vs RACE
+717.8%
-313.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.1% |
| 7D | +16.5% | -4.0% | +20.5% | +18.5% |
| 30D | -10.2% | +3.5% | -13.7% | -12.0% |
| 3M | -34.2% | -0.4% | -33.7% | -34.4% |
| 6M | -56.0% | +23.2% | -79.1% | -60.6% |
| YTD | -14.8% | +11.0% | -25.8% | -21.0% |
| 1Y | -7.2% | -2.2% | -5.0% | -8.6% |
| 3Y | +275.8% | +22.5% | +253.2% | +216.7% |
| 5Y | +93.5% | +63.2% | +30.3% | +37.4% |
| All | +404.4% | +717.8% | -313.5% | +64.8% |
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