-9.0%
MDB vs RACE
+0.7%
-9.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.0% | -3.9% | +6.8% | +5.2% |
| 30D | -11.3% | +6.8% | -18.1% | -14.5% |
| 3M | -23.0% | +1.3% | -24.3% | -23.2% |
| 6M | +14.8% | +26.3% | -11.5% | +4.5% |
| YTD | -19.4% | +13.8% | -33.2% | -26.2% |
| 1Y | -9.0% | -0.5% | -8.5% | -12.9% |
| All | -9.0% | +0.7% | -9.6% | -12.9% |
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