-24.7%
MDB vs RACE
+93.6%
-118.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.5% |
| 7D | -17.4% | -2.5% | -14.9% | -15.7% |
| 30D | -2.0% | +0.8% | -2.8% | -2.6% |
| 3M | -3.0% | +17.2% | -20.2% | -15.3% |
| 6M | +48.7% | +13.6% | +35.1% | +32.2% |
| YTD | -12.1% | +12.2% | -24.3% | -22.1% |
| 1Y | +14.5% | -16.3% | +30.8% | +27.9% |
| 3Y | -6.1% | +36.4% | -42.6% | -49.0% |
| All | -24.7% | +93.6% | -118.3% | -73.1% |
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