+22.6%
MCD vs RACE
+65.1%
-42.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +8.0% | +5.7% | +2.4% | +7.0% |
| 30D | +19.6% | +9.3% | +10.3% | +17.9% |
| 3M | +2.2% | +3.8% | -1.6% | +1.5% |
| 6M | -1.1% | +29.8% | -30.9% | -5.6% |
| YTD | -7.2% | +15.6% | -22.9% | -10.0% |
| 1Y | -6.7% | +5.1% | -11.8% | -8.0% |
| 3Y | +11.6% | +30.8% | -19.2% | +2.1% |
| 5Y | +22.6% | +67.4% | -44.8% | +2.9% |
| All | +22.6% | +65.1% | -42.4% | +2.9% |
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