+226.9%
MTZ vs RACE
+30.0%
+196.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.8% | -4.5% |
| 7D | -10.6% | +5.7% | -16.3% | -12.2% |
| 30D | -30.4% | +9.3% | -39.7% | -32.3% |
| 3M | -40.4% | +3.8% | -44.3% | -41.2% |
| 6M | -63.7% | +29.8% | -93.5% | -66.8% |
| YTD | -26.9% | +15.6% | -42.5% | -30.9% |
| 1Y | -20.2% | +5.1% | -25.2% | -21.8% |
| All | +226.9% | +30.0% | +196.9% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling