+125.3%
MTB vs RACE
+738.3%
-613.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | -0.8% | +3.9% | -4.7% | -2.1% |
| 30D | +2.4% | +7.4% | -5.0% | -0.1% |
| 3M | -10.5% | +1.6% | -12.1% | -11.2% |
| 6M | +6.4% | +23.3% | -16.9% | -1.9% |
| YTD | +12.8% | +14.7% | -1.8% | +5.9% |
| 1Y | +23.3% | +2.5% | +20.7% | +20.3% |
| 3Y | +108.2% | +28.0% | +80.3% | +78.0% |
| 5Y | +68.6% | +69.8% | -1.2% | +24.8% |
| 10Y | +125.3% | +734.9% | -609.6% | +8.9% |
| All | +125.3% | +738.3% | -613.0% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling