-9.3%
MCD vs RACE
-1.0%
-8.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +14.1% | +6.1% | +8.0% | +13.1% |
| 3M | +0.6% | -0.3% | +0.9% | +0.6% |
| 6M | 0.0% | +23.4% | -23.4% | -3.2% |
| YTD | -9.3% | +12.5% | -21.8% | -11.5% |
| 1Y | -9.3% | -0.5% | -8.8% | -7.6% |
| All | -9.3% | -1.0% | -8.3% | -7.6% |
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 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