-45.2%
MDB vs RACE
+65.0%
-110.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.9% |
| 7D | -11.4% | +5.1% | -16.5% | -15.2% |
| 30D | -13.8% | +7.7% | -21.5% | -19.2% |
| 3M | -15.5% | +2.2% | -17.6% | -16.8% |
| 6M | +17.9% | +23.8% | -5.8% | -1.4% |
| YTD | -25.5% | +13.9% | -39.4% | -34.7% |
| 1Y | -12.1% | +3.8% | -15.9% | -16.7% |
| 3Y | -5.9% | +28.0% | -33.9% | -43.6% |
| All | -45.2% | +65.0% | -110.3% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling