+417.3%
MCK vs RACE
+640.3%
-223.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | +2.4% | -1.5% | +3.9% | +2.6% |
| 3M | +16.1% | +15.5% | +0.6% | +12.2% |
| 6M | -3.1% | +17.3% | -20.4% | -7.0% |
| YTD | +8.7% | +11.1% | -2.4% | +5.2% |
| 1Y | +28.1% | -14.3% | +42.3% | +30.9% |
| 3Y | +114.1% | +40.2% | +74.0% | +88.3% |
| 5Y | +342.5% | +92.6% | +250.0% | +246.8% |
| 10Y | +424.1% | +786.6% | -362.5% | +185.4% |
| All | +417.3% | +640.3% | -223.0% | +164.6% |
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 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