-13.9%
MLM vs RACE
+2.2%
-16.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -2.8% |
| 30D | +10.4% | +6.6% | +3.8% | +8.6% |
| 3M | -3.7% | +2.2% | -5.9% | -4.4% |
| 6M | -10.3% | +22.4% | -32.6% | -14.9% |
| YTD | -14.8% | +13.8% | -28.6% | -18.4% |
| 1Y | -13.9% | +2.2% | -16.1% | -15.1% |
| All | -13.9% | +2.2% | -16.1% | -15.1% |
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