+427.0%
MCK vs RACE
+844.0%
-416.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -2.9% | +0.9% | -3.9% | -3.1% |
| 30D | +0.4% | +1.6% | -1.2% | 0.0% |
| 3M | +12.1% | +13.2% | -1.1% | +8.8% |
| 6M | -5.4% | +22.9% | -28.3% | -10.3% |
| YTD | +7.8% | +13.3% | -5.5% | +3.8% |
| 1Y | +22.9% | -12.7% | +35.6% | +25.3% |
| 3Y | +110.7% | +40.3% | +70.4% | +83.8% |
| 5Y | +346.2% | +96.5% | +249.7% | +240.9% |
| All | +427.0% | +844.0% | -416.9% | +148.1% |
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 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