+697.8%
MTZ vs RACE
+818.0%
-120.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.0% |
| 7D | -1.6% | -2.5% | +0.9% | -0.5% |
| 30D | -11.1% | +0.8% | -11.9% | -11.5% |
| 3M | -36.7% | +17.2% | -53.9% | -41.4% |
| 6M | -21.9% | +13.6% | -35.5% | -27.3% |
| YTD | +9.1% | +12.2% | -3.1% | +1.4% |
| 1Y | +30.0% | -16.3% | +46.2% | +37.4% |
| 3Y | +138.5% | +36.4% | +102.0% | +91.8% |
| 5Y | +158.3% | +95.0% | +63.4% | +70.0% |
| All | +697.8% | +818.0% | -120.2% | +205.5% |
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