+269.0%
RTX vs MAR
+541.3%
-272.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +7.8% | +16.2% | -8.4% | +0.6% |
| 3M | -9.8% | +23.1% | -32.8% | -18.1% |
| 6M | +13.5% | +22.0% | -8.4% | +3.0% |
| YTD | +10.9% | +39.2% | -28.2% | -6.2% |
| 1Y | +14.0% | +48.3% | -34.3% | -6.7% |
| 3Y | +159.9% | +123.4% | +36.5% | +68.3% |
| 5Y | +151.7% | +185.4% | -33.7% | +35.7% |
| 10Y | +269.0% | +539.2% | -270.2% | +48.0% |
| All | +269.0% | +541.3% | -272.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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