+157.9%
MTZ vs RACE
+93.6%
+64.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.9% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | -11.1% | +0.8% | -11.9% | -11.4% |
| 3M | -36.7% | +17.2% | -53.9% | -40.9% |
| 6M | -21.9% | +13.6% | -35.5% | -26.7% |
| YTD | +9.1% | +12.2% | -3.1% | +2.4% |
| 1Y | +30.0% | -16.3% | +46.2% | +38.5% |
| 3Y | +138.5% | +36.4% | +102.0% | +89.3% |
| All | +157.9% | +93.6% | +64.3% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling