+54.9%
MKC vs RACE
+647.6%
-592.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.6% |
| 7D | -5.9% | -2.5% | -3.4% | -5.5% |
| 30D | -0.9% | +0.8% | -1.6% | -1.1% |
| 3M | +12.7% | +17.2% | -4.4% | +9.6% |
| 6M | -19.3% | +13.6% | -32.9% | -21.3% |
| YTD | -22.2% | +12.2% | -34.4% | -24.1% |
| 1Y | -23.3% | -16.3% | -7.1% | -21.8% |
| 3Y | -30.0% | +36.4% | -66.4% | -35.7% |
| 5Y | -33.8% | +95.0% | -128.7% | -44.1% |
| 10Y | +24.4% | +813.2% | -788.8% | -11.5% |
| All | +54.9% | +647.6% | -592.7% | +11.4% |
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