+283.4%
MLM vs RACE
+647.6%
-364.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.8% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | -6.8% | +0.8% | -7.6% | -7.1% |
| 3M | -11.2% | +17.2% | -28.4% | -16.2% |
| 6M | -21.8% | +13.6% | -35.4% | -25.7% |
| YTD | -17.0% | +12.2% | -29.2% | -21.2% |
| 1Y | -16.4% | -16.3% | -0.1% | -12.7% |
| 3Y | +14.5% | +36.4% | -22.0% | -4.0% |
| 5Y | +41.7% | +95.0% | -53.2% | +2.6% |
| 10Y | +200.0% | +813.2% | -613.2% | +46.9% |
| All | +283.4% | +647.6% | -364.3% | +81.5% |
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