-23.3%
MKC vs RACE
-16.2%
-7.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.7% |
| 7D | -5.9% | -2.5% | -3.4% | -5.6% |
| 30D | -0.9% | +0.8% | -1.6% | -1.0% |
| 3M | +12.7% | +17.2% | -4.4% | +10.7% |
| 6M | -19.3% | +13.6% | -32.9% | -20.4% |
| YTD | -22.2% | +12.2% | -34.4% | -23.4% |
| 1Y | -23.3% | -16.3% | -7.1% | -23.9% |
| All | -23.3% | -16.2% | -7.1% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling