-20.1%
MDT vs RACE
+92.4%
-112.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +6.0% | -1.5% | +7.5% | +6.3% |
| 3M | +15.5% | +15.5% | +0.1% | +12.1% |
| 6M | +3.4% | +17.3% | -13.9% | -0.2% |
| YTD | -2.2% | +11.1% | -13.3% | -4.8% |
| 1Y | +2.6% | -14.3% | +16.9% | +4.9% |
| 3Y | +27.5% | +40.2% | -12.6% | +12.1% |
| 5Y | -20.1% | +92.6% | -112.6% | -38.1% |
| All | -20.1% | +92.4% | -112.5% | -38.1% |
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