+157.7%
MTB vs RACE
+658.9%
-501.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -1.3% | +5.1% | -6.4% | -3.0% |
| 30D | +0.5% | +7.7% | -7.2% | -2.0% |
| 3M | -12.4% | +2.2% | -14.6% | -13.3% |
| 6M | +1.5% | +23.8% | -22.3% | -6.4% |
| YTD | +10.3% | +13.9% | -3.6% | +3.9% |
| 1Y | +22.2% | +3.8% | +18.4% | +18.7% |
| 3Y | +96.9% | +28.0% | +68.9% | +69.3% |
| 5Y | +64.3% | +64.9% | -0.6% | +24.9% |
| 10Y | +137.8% | +780.4% | -642.5% | -0.1% |
| All | +157.7% | +658.9% | -501.2% | +4.2% |
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