-10.0%
MTZ vs RACE
+2.2%
-12.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.3% |
| 7D | -8.7% | +0.2% | -8.9% | -8.7% |
| 30D | -15.0% | +6.6% | -21.6% | -15.4% |
| 3M | -32.6% | +2.2% | -34.8% | -32.7% |
| 6M | -56.3% | +22.4% | -78.7% | -56.8% |
| YTD | -16.8% | +13.8% | -30.6% | -17.2% |
| 1Y | -10.0% | +2.2% | -12.3% | -11.3% |
| All | -10.0% | +2.2% | -12.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling