-11.5%
MTZ vs RACE
+3.3%
-14.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +9.6% |
| 7D | -6.4% | +5.1% | -11.5% | -6.8% |
| 30D | -22.1% | +7.7% | -29.8% | -22.6% |
| 3M | -32.7% | +2.2% | -34.9% | -32.8% |
| 6M | -59.8% | +23.8% | -83.6% | -60.3% |
| YTD | -19.9% | +13.9% | -33.8% | -20.2% |
| 1Y | -11.5% | +3.8% | -15.2% | -12.1% |
| All | -11.5% | +3.3% | -14.7% | -12.1% |
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