-2.9%
MDT vs RACE
+65.0%
-67.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | +5.4% | +5.1% | +0.4% | +4.5% |
| 30D | +19.1% | +7.7% | +11.4% | +17.4% |
| 3M | +19.5% | +2.2% | +17.3% | +18.8% |
| 6M | +33.5% | +23.8% | +9.7% | +27.7% |
| YTD | +8.7% | +13.9% | -5.2% | +5.3% |
| 1Y | +16.8% | +3.8% | +13.0% | +15.2% |
| 3Y | +53.0% | +28.0% | +24.9% | +38.9% |
| All | -2.9% | +65.0% | -67.9% | -21.0% |
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