-7.7%
MDB vs RACE
+10.6%
-18.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.3% | -4.2% |
| 7D | -16.5% | +9.9% | -26.5% | -20.6% |
| 30D | -8.6% | +12.8% | -21.4% | -14.2% |
| 3M | -13.6% | +7.4% | -21.0% | -16.2% |
| 6M | +24.1% | +27.6% | -3.5% | +11.9% |
| YTD | -21.8% | +18.4% | -40.1% | -29.8% |
| 1Y | -7.7% | +9.5% | -17.2% | -16.0% |
| All | -7.7% | +10.6% | -18.3% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling