+173.0%
MTB vs RACE
+793.3%
-620.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -4.2% | -1.5% | -2.6% | -3.8% |
| 3M | +7.8% | +15.5% | -7.7% | +2.0% |
| 6M | +14.8% | +17.3% | -2.5% | +7.6% |
| YTD | +20.8% | +11.1% | +9.7% | +14.8% |
| 1Y | +23.1% | -14.3% | +37.4% | +27.3% |
| 3Y | +114.8% | +40.2% | +74.7% | +76.6% |
| 5Y | +103.3% | +92.6% | +10.7% | +42.7% |
| 10Y | +173.0% | +786.6% | -613.6% | +22.9% |
| All | +173.0% | +793.3% | -620.3% | +22.9% |
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