-40.2%
MDB vs RACE
+69.7%
-109.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | -1.0% | +0.2% | -1.2% | -1.3% |
| 30D | -14.0% | +6.6% | -20.6% | -18.6% |
| 3M | -20.3% | +2.2% | -22.5% | -21.6% |
| 6M | +10.9% | +22.4% | -11.5% | -6.5% |
| YTD | -20.9% | +13.8% | -34.7% | -30.6% |
| 1Y | -11.2% | +2.2% | -13.4% | -14.7% |
| 3Y | -11.9% | +25.6% | -37.5% | -45.8% |
| 5Y | -40.2% | +71.0% | -111.2% | -79.3% |
| All | -40.2% | +69.7% | -109.8% | -79.3% |
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