-7.0%
MDB vs RACE
-4.6%
-2.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.8% |
| 7D | +11.6% | -4.0% | +15.6% | +13.9% |
| 30D | -8.9% | +3.5% | -12.5% | -10.7% |
| 3M | -22.4% | -0.4% | -22.0% | -21.9% |
| 6M | +10.1% | +23.2% | -13.1% | +1.5% |
| YTD | -19.0% | +11.0% | -30.0% | -24.8% |
| 1Y | -7.0% | -2.2% | -4.8% | -11.4% |
| All | -7.0% | -4.6% | -2.4% | -11.4% |
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