+109.3%
MKTX vs RACE
+647.6%
-538.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.1% |
| 30D | +1.1% | +0.8% | +0.3% | +0.8% |
| 3M | +36.1% | +17.2% | +18.9% | +30.3% |
| 6M | -12.9% | +13.6% | -26.5% | -16.3% |
| YTD | -8.5% | +12.2% | -20.7% | -12.1% |
| 1Y | -7.5% | -16.3% | +8.7% | -4.4% |
| 3Y | -28.3% | +36.4% | -64.8% | -38.3% |
| 5Y | -63.3% | +95.0% | -158.3% | -72.2% |
| 10Y | +4.5% | +813.2% | -808.7% | -38.2% |
| All | +109.3% | +647.6% | -538.3% | +17.2% |
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