+205.9%
MCD vs RACE
+741.5%
-535.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -3.9% | +1.9% | -1.0% |
| 30D | +16.6% | +6.8% | +9.8% | +14.8% |
| 3M | +0.9% | +1.3% | -0.4% | +0.5% |
| 6M | +1.5% | +26.3% | -24.8% | -4.7% |
| YTD | -8.3% | +13.8% | -22.1% | -12.0% |
| 1Y | -8.1% | -0.5% | -7.7% | -8.8% |
| 3Y | +10.3% | +25.6% | -15.3% | -0.9% |
| 5Y | +23.4% | +67.6% | -44.2% | -0.4% |
| 10Y | +205.9% | +724.7% | -518.7% | +101.4% |
| All | +205.9% | +741.5% | -535.6% | +101.4% |
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