+29.4%
MMM vs RACE
+93.6%
-64.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.7% |
| 7D | -3.3% | -2.5% | -0.8% | -2.6% |
| 30D | -7.0% | +0.8% | -7.8% | -7.4% |
| 3M | +10.8% | +17.2% | -6.3% | +5.2% |
| 6M | +5.8% | +13.6% | -7.8% | +1.0% |
| YTD | +6.8% | +12.2% | -5.4% | +2.1% |
| 1Y | +10.4% | -16.3% | +26.6% | +14.7% |
| 3Y | +104.7% | +36.4% | +68.2% | +76.6% |
| All | +29.4% | +93.6% | -64.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling