+1,070.8%
MPC vs RACE
+688.6%
+382.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.3% | -12.4% | -9.6% |
| 7D | -10.9% | +9.9% | -20.8% | -14.0% |
| 30D | -9.4% | +12.8% | -22.2% | -13.3% |
| 3M | +26.0% | +7.4% | +18.6% | +22.1% |
| 6M | +56.5% | +27.6% | +28.9% | +40.8% |
| YTD | +144.3% | +18.4% | +125.9% | +123.0% |
| 1Y | +117.2% | +9.5% | +107.7% | +104.3% |
| 3Y | +176.3% | +33.9% | +142.4% | +124.8% |
| 5Y | +590.5% | +74.9% | +515.6% | +376.3% |
| 10Y | +1,183.8% | +814.9% | +369.0% | +328.7% |
| All | +1,070.8% | +688.6% | +382.2% | +277.9% |
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 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