+30.0%
MDT vs RACE
+40.8%
-10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.4% |
| 7D | +3.2% | -2.5% | +5.7% | +3.6% |
| 30D | +9.5% | +0.8% | +8.7% | +9.3% |
| 3M | +16.0% | +17.2% | -1.2% | +13.4% |
| 6M | +0.2% | +13.6% | -13.4% | -1.8% |
| YTD | -0.3% | +12.2% | -12.5% | -2.2% |
| 1Y | +4.7% | -16.3% | +21.0% | +6.5% |
| All | +30.0% | +40.8% | -10.8% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling