+69.0%
MDT vs RACE
+647.6%
-578.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.9% |
| 30D | +9.5% | +0.8% | +8.7% | +9.2% |
| 3M | +16.0% | +17.2% | -1.2% | +11.1% |
| 6M | +0.2% | +13.6% | -13.4% | -3.5% |
| YTD | -0.3% | +12.2% | -12.5% | -4.1% |
| 1Y | +4.7% | -16.3% | +21.0% | +8.2% |
| 3Y | +26.5% | +36.4% | -9.9% | +11.0% |
| 5Y | -18.2% | +95.0% | -113.2% | -36.6% |
| 10Y | +40.0% | +813.2% | -773.2% | -19.5% |
| All | +69.0% | +647.6% | -578.6% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling