+19.9%
MDT vs RACE
+10.6%
+9.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.9% | +5.4% |
| 7D | +10.7% | +9.9% | +0.8% | +9.1% |
| 30D | +19.3% | +12.8% | +6.5% | +17.2% |
| 3M | +22.8% | +7.4% | +15.4% | +21.2% |
| 6M | +36.4% | +27.6% | +8.8% | +31.6% |
| YTD | +12.1% | +18.4% | -6.3% | +8.8% |
| 1Y | +19.9% | +9.5% | +10.4% | +18.3% |
| All | +19.9% | +10.6% | +9.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling