+70.1%
MDT vs RACE
+729.2%
-659.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +1.0% | -1.2% | +2.2% | +1.4% |
| 30D | +9.2% | +6.1% | +3.0% | +7.5% |
| 3M | +14.5% | -0.3% | +14.8% | +14.4% |
| 6M | +37.3% | +23.4% | +13.9% | +29.0% |
| YTD | +9.8% | +12.5% | -2.7% | +5.2% |
| 1Y | +10.5% | -0.5% | +11.0% | +9.5% |
| 3Y | +57.4% | +23.6% | +33.8% | +40.6% |
| 5Y | +1.2% | +65.4% | -64.3% | -19.7% |
| All | +70.1% | +729.2% | -659.1% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling