+540.9%
MPC vs RACE
+65.1%
+475.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.7% |
| 7D | -12.8% | +5.7% | -18.4% | -13.2% |
| 30D | -12.7% | +9.3% | -22.0% | -13.5% |
| 3M | +27.1% | +3.8% | +23.2% | +26.5% |
| 6M | +45.8% | +29.8% | +16.0% | +40.9% |
| YTD | +134.7% | +15.6% | +119.1% | +129.6% |
| 1Y | +106.0% | +5.1% | +101.0% | +105.1% |
| 3Y | +165.5% | +30.8% | +134.7% | +148.4% |
| 5Y | +540.9% | +67.4% | +473.5% | +455.9% |
| All | +540.9% | +65.1% | +475.8% | +455.9% |
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