-7.8%
MP vs RACE
+65.1%
-72.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.0% |
| 7D | -19.0% | +5.7% | -24.6% | -21.1% |
| 30D | -30.5% | +9.3% | -39.8% | -33.3% |
| 3M | -29.6% | +3.8% | -33.4% | -30.9% |
| 6M | -50.4% | +29.8% | -80.2% | -56.3% |
| YTD | -33.2% | +15.6% | -48.8% | -38.7% |
| 1Y | -38.6% | +5.1% | -43.6% | -40.9% |
| 3Y | +105.5% | +30.8% | +74.7% | +46.7% |
| 5Y | -7.8% | +67.4% | -75.3% | -43.2% |
| All | -7.8% | +65.1% | -72.9% | -43.2% |
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