+112.8%
MKTX vs RACE
+658.2%
-545.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.3% |
| 30D | +0.9% | +6.8% | -5.9% | -0.9% |
| 3M | +2.7% | +1.3% | +1.3% | +2.1% |
| 6M | +15.6% | +26.3% | -10.7% | +8.1% |
| YTD | -7.0% | +13.8% | -20.8% | -11.1% |
| 1Y | -1.2% | -0.5% | -0.8% | -2.1% |
| 3Y | -22.2% | +25.6% | -47.9% | -31.2% |
| 5Y | -53.7% | +67.6% | -121.4% | -63.5% |
| 10Y | +13.0% | +724.7% | -711.7% | -32.6% |
| All | +112.8% | +658.2% | -545.4% | +18.5% |
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 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