+21.6%
MCD vs RACE
+93.6%
-71.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -6.0% | +0.8% | -6.8% | -6.2% |
| 3M | -5.6% | +17.2% | -22.7% | -8.2% |
| 6M | -21.9% | +13.6% | -35.4% | -23.8% |
| YTD | -14.7% | +12.2% | -26.9% | -16.8% |
| 1Y | -17.3% | -16.3% | -1.0% | -15.4% |
| 3Y | -2.2% | +36.4% | -38.6% | -11.5% |
| All | +21.6% | +93.6% | -71.9% | +0.8% |
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