+80.3%
MMM vs RACE
+740.1%
-659.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +6.2% | +5.1% | +1.1% | +4.6% |
| 30D | +14.2% | +7.7% | +6.5% | +11.6% |
| 3M | +2.9% | +2.2% | +0.7% | +2.1% |
| 6M | +27.6% | +23.8% | +3.8% | +18.0% |
| YTD | +17.3% | +13.9% | +3.4% | +11.1% |
| 1Y | +15.1% | +3.8% | +11.3% | +12.4% |
| 3Y | +157.1% | +28.0% | +129.1% | +126.2% |
| 5Y | +45.1% | +64.9% | -19.8% | +14.5% |
| All | +80.3% | +740.1% | -659.7% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling