+112.8%
MMM vs RACE
+670.3%
-557.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.5% |
| 7D | +5.9% | +5.7% | +0.2% | +4.2% |
| 30D | +14.7% | +9.3% | +5.5% | +11.8% |
| 3M | +3.6% | +3.8% | -0.3% | +2.3% |
| 6M | +32.7% | +29.8% | +2.9% | +21.7% |
| YTD | +18.9% | +15.6% | +3.3% | +12.6% |
| 1Y | +16.4% | +5.1% | +11.3% | +13.4% |
| 3Y | +159.8% | +30.8% | +129.0% | +130.1% |
| 5Y | +47.2% | +67.4% | -20.2% | +18.4% |
| 10Y | +86.5% | +793.6% | -707.2% | -0.8% |
| All | +112.8% | +670.3% | -557.5% | +11.8% |
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