-22.9%
MKC vs RACE
+3.0%
-25.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -1.9% | +3.9% | -5.8% | -2.5% |
| 30D | +8.0% | +7.4% | +0.6% | +6.8% |
| 3M | -8.6% | +1.6% | -10.2% | -9.0% |
| 6M | +1.1% | +23.3% | -22.3% | -1.9% |
| YTD | -27.7% | +14.7% | -42.3% | -29.6% |
| All | -22.9% | +3.0% | -25.9% | -24.5% |
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 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