+191.6%
MDY vs RACE
+658.9%
-467.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -1.7% | +5.1% | -6.7% | -3.5% |
| 30D | -0.9% | +7.7% | -8.6% | -3.6% |
| 3M | -5.7% | +2.2% | -7.9% | -6.7% |
| 6M | -2.9% | +23.8% | -26.7% | -11.0% |
| YTD | +9.8% | +13.9% | -4.1% | +3.0% |
| 1Y | +13.5% | +3.8% | +9.7% | +10.1% |
| 3Y | +51.9% | +28.0% | +23.9% | +29.9% |
| 5Y | +32.0% | +64.9% | -32.9% | -0.6% |
| 10Y | +176.5% | +780.4% | -603.9% | +22.8% |
| All | +191.6% | +658.9% | -467.3% | +23.6% |
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