+13.5%
RTX vs MAR
+47.8%
-34.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.2% |
| 30D | +7.7% | +17.0% | -9.4% | +5.0% |
| 3M | -10.3% | +23.2% | -33.5% | -13.2% |
| 6M | +14.6% | +21.7% | -7.2% | +11.3% |
| YTD | +10.4% | +38.9% | -28.5% | +6.1% |
| 1Y | +13.5% | +48.7% | -35.1% | +9.0% |
| All | +13.5% | +47.8% | -34.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling