+273.8%
RTX vs M
+3.7%
+270.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.1% |
| 7D | -3.2% | +2.5% | -5.7% | -3.8% |
| 30D | +5.6% | +10.1% | -4.5% | +3.5% |
| 3M | -11.7% | -0.9% | -10.8% | -11.9% |
| 6M | +12.3% | +30.2% | -17.8% | +6.0% |
| YTD | +8.2% | +16.3% | -8.1% | +3.7% |
| 1Y | +12.6% | +27.0% | -14.4% | +5.8% |
| 3Y | +152.8% | +154.5% | -1.7% | +95.6% |
| 5Y | +140.2% | -1.1% | +141.3% | +113.9% |
| 10Y | +273.8% | +0.5% | +273.3% | +120.4% |
| All | +273.8% | +3.7% | +270.1% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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