+258.2%
MCD vs RACE
+688.6%
-430.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.3% | +2.3% | +5.6% |
| 7D | +11.9% | +9.9% | +1.9% | +9.5% |
| 30D | +20.2% | +12.8% | +7.5% | +17.0% |
| 3M | +5.2% | +7.4% | -2.2% | +3.4% |
| 6M | 0.0% | +27.6% | -27.6% | -5.8% |
| YTD | -6.5% | +18.4% | -24.9% | -10.8% |
| 1Y | -3.9% | +9.5% | -13.5% | -6.7% |
| 3Y | +12.5% | +33.9% | -21.4% | +0.8% |
| 5Y | +24.2% | +74.9% | -50.6% | +2.0% |
| 10Y | +220.9% | +814.9% | -594.0% | +98.7% |
| All | +258.2% | +688.6% | -430.4% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling