+112.5%
MTB vs RACE
+36.9%
+75.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.2% |
| 30D | -4.2% | +0.8% | -5.0% | -4.4% |
| 3M | +8.9% | +17.2% | -8.3% | +5.6% |
| 6M | +10.9% | +13.6% | -2.7% | +7.9% |
| YTD | +21.5% | +12.2% | +9.3% | +18.2% |
| 1Y | +21.9% | -16.3% | +38.2% | +25.0% |
| All | +112.5% | +36.9% | +75.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling