+10,083.2%
RTX vs M
+401.4%
+9,681.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.2% |
| 7D | -5.1% | -4.3% | -0.9% | -4.4% |
| 30D | +5.1% | +1.3% | +3.9% | +4.6% |
| 3M | -14.8% | -7.4% | -7.5% | -13.8% |
| 6M | +8.0% | +18.3% | -10.3% | +2.7% |
| YTD | +4.5% | +7.6% | -3.1% | +0.8% |
| 1Y | +9.8% | +17.4% | -7.5% | +3.6% |
| 3Y | +144.2% | +108.4% | +35.8% | +88.5% |
| 5Y | +131.4% | -10.6% | +142.0% | +103.5% |
| 10Y | +273.3% | -3.2% | +276.4% | +161.9% |
| All | +10,083.2% | +401.4% | +9,681.8% | +4,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling