+27.7%
MTB vs RACE
+10.6%
+17.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.6% |
| 7D | +2.0% | +9.9% | -7.9% | +0.8% |
| 30D | +2.9% | +12.8% | -9.9% | +1.4% |
| 3M | -10.7% | +7.4% | -18.0% | -11.6% |
| 6M | +6.3% | +27.6% | -21.3% | +2.4% |
| YTD | +13.8% | +18.4% | -4.6% | +10.3% |
| 1Y | +27.7% | +9.5% | +18.2% | +27.0% |
| All | +27.7% | +10.6% | +17.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling