+280.0%
RTX vs MAR
+441.6%
-161.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.1% |
| 30D | -11.2% | -5.7% | -5.6% | -8.9% |
| 3M | +12.0% | -14.6% | +26.7% | +19.9% |
| 6M | -3.6% | +1.3% | -4.9% | -4.8% |
| YTD | +9.2% | +6.7% | +2.5% | +4.4% |
| 1Y | +29.7% | +26.4% | +3.3% | +13.9% |
| 3Y | +152.0% | +64.7% | +87.2% | +87.7% |
| 5Y | +165.8% | +153.1% | +12.7% | +48.5% |
| All | +280.0% | +441.6% | -161.6% | +58.5% |
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