+501.4%
MTZ vs RACE
+740.1%
-238.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.2% |
| 7D | -6.4% | +5.1% | -11.5% | -8.8% |
| 30D | -22.1% | +7.7% | -29.8% | -25.0% |
| 3M | -32.7% | +2.2% | -34.9% | -33.7% |
| 6M | -59.8% | +23.8% | -83.6% | -64.1% |
| YTD | -19.9% | +13.9% | -33.8% | -26.5% |
| 1Y | -11.5% | +3.8% | -15.2% | -15.3% |
| 3Y | +258.1% | +28.0% | +230.0% | +196.0% |
| 5Y | +85.5% | +64.9% | +20.6% | +31.5% |
| All | +501.4% | +740.1% | -238.7% | +134.6% |
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