+445.3%
MP vs RACE
+148.2%
+297.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.3% |
| 7D | -2.9% | -2.5% | -0.3% | -1.7% |
| 30D | +13.8% | +0.8% | +13.0% | +13.4% |
| 3M | -16.7% | +17.2% | -33.9% | -23.1% |
| 6M | -11.5% | +13.6% | -25.1% | -17.3% |
| YTD | +7.9% | +12.2% | -4.3% | +0.2% |
| 1Y | -15.0% | -16.3% | +1.2% | -9.3% |
| 3Y | +153.5% | +36.4% | +117.1% | +77.4% |
| 5Y | +58.7% | +95.0% | -36.3% | -15.7% |
| All | +445.3% | +148.2% | +297.1% | +152.7% |
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 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