-7.5%
MLM vs RACE
+27.8%
-35.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.3% |
| 7D | +9.1% | +9.9% | -0.8% | +6.7% |
| 30D | +14.6% | +12.8% | +1.8% | +11.4% |
| 3M | +0.3% | +7.4% | -7.1% | -1.5% |
| 6M | -7.5% | +27.6% | -35.1% | -10.1% |
| All | -7.5% | +27.8% | -35.2% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling