+171.1%
MDY vs RACE
+793.3%
-622.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.0% | -1.0% | +2.1% | +1.4% |
| 30D | -3.1% | -1.5% | -1.6% | -2.7% |
| 3M | +1.8% | +15.5% | -13.6% | -4.2% |
| 6M | +10.8% | +17.3% | -6.5% | +3.0% |
| YTD | +14.4% | +11.1% | +3.3% | +8.1% |
| 1Y | +15.2% | -14.3% | +29.5% | +19.7% |
| 3Y | +51.2% | +40.2% | +11.0% | +21.9% |
| 5Y | +47.2% | +92.6% | -45.3% | +0.6% |
| 10Y | +171.1% | +786.6% | -615.5% | +7.2% |
| All | +171.1% | +793.3% | -622.2% | +7.2% |
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