-6.4%
MDB vs RACE
+36.9%
-43.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | -17.4% | -2.5% | -14.9% | -16.5% |
| 30D | -2.0% | +0.8% | -2.8% | -2.2% |
| 3M | -3.0% | +17.2% | -20.2% | -9.3% |
| 6M | +48.7% | +13.6% | +35.1% | +40.3% |
| YTD | -12.1% | +12.2% | -24.3% | -17.1% |
| 1Y | +14.5% | -16.3% | +30.8% | +21.0% |
| All | -6.4% | +36.9% | -43.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling