+200.8%
MDY vs RACE
+663.9%
-463.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.9% |
| 7D | +0.7% | +3.9% | -3.2% | -0.8% |
| 30D | +1.3% | +7.4% | -6.1% | -1.4% |
| 3M | -4.1% | +1.6% | -5.7% | -4.9% |
| 6M | +1.0% | +23.3% | -22.3% | -7.3% |
| YTD | +13.3% | +14.7% | -1.3% | +6.0% |
| 1Y | +15.7% | +2.5% | +13.2% | +12.8% |
| 3Y | +59.6% | +28.0% | +31.6% | +36.6% |
| 5Y | +36.3% | +69.8% | -33.5% | +1.5% |
| 10Y | +173.6% | +734.9% | -561.2% | +23.1% |
| All | +200.8% | +663.9% | -463.1% | +27.2% |
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 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