+45.5%
MKC vs RACE
+658.9%
-613.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +2.3% | +5.1% | -2.7% | +1.5% |
| 30D | +8.1% | +7.7% | +0.4% | +6.8% |
| 3M | -6.4% | +2.2% | -8.6% | -6.8% |
| 6M | +1.8% | +23.8% | -22.0% | -2.0% |
| YTD | -26.9% | +13.9% | -40.8% | -28.9% |
| 1Y | -21.7% | +3.8% | -25.5% | -22.7% |
| 3Y | -18.7% | +28.0% | -46.8% | -24.4% |
| 5Y | -32.8% | +64.9% | -97.8% | -41.4% |
| 10Y | +27.0% | +780.4% | -753.4% | -9.7% |
| All | +45.5% | +658.9% | -613.4% | +4.3% |
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