+152.8%
RTX vs MAR
+122.1%
+30.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +5.6% | +14.0% | -8.5% | +2.7% |
| 3M | -11.7% | +18.1% | -29.8% | -14.7% |
| 6M | +12.3% | +18.6% | -6.3% | +8.3% |
| YTD | +8.2% | +35.3% | -27.1% | +1.2% |
| 1Y | +12.6% | +44.5% | -31.9% | +3.7% |
| 3Y | +152.8% | +120.7% | +32.1% | +121.4% |
| All | +152.8% | +122.1% | +30.7% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling