+849.8%
MDB vs RACE
+293.9%
+555.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -4.9% | -5.5% |
| 7D | -20.9% | +5.7% | -26.5% | -24.2% |
| 30D | -15.6% | +9.3% | -24.8% | -21.2% |
| 3M | -19.1% | +3.8% | -22.9% | -21.1% |
| 6M | +14.2% | +29.8% | -15.6% | -6.2% |
| YTD | -27.4% | +15.6% | -43.0% | -36.2% |
| 1Y | -13.0% | +5.1% | -18.1% | -18.1% |
| 3Y | -11.2% | +30.8% | -42.0% | -37.2% |
| 5Y | -45.2% | +67.4% | -112.6% | -68.8% |
| All | +849.8% | +293.9% | +555.8% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling