+11.3%
RTX vs M
+25.7%
-14.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +3.3% |
| 7D | -3.2% | +2.5% | -5.7% | -3.3% |
| 30D | +5.6% | +10.1% | -4.5% | +5.3% |
| 3M | -11.7% | -0.9% | -10.8% | -11.6% |
| 6M | +12.3% | +30.2% | -17.8% | +10.7% |
| YTD | +8.2% | +16.3% | -8.1% | +6.6% |
| All | +11.3% | +25.7% | -14.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling