+2,365.6%
RTX vs MAR
+2,498.9%
-133.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -4.2% | -1.0% | -3.5% |
| 30D | -9.4% | -6.7% | -2.7% | -6.7% |
| 3M | +12.3% | -12.5% | +24.8% | +18.4% |
| 6M | -3.1% | +0.6% | -3.7% | -4.0% |
| YTD | +10.7% | +9.1% | +1.6% | +5.3% |
| 1Y | +28.4% | +26.2% | +2.2% | +14.4% |
| 3Y | +147.1% | +68.2% | +78.9% | +89.4% |
| 5Y | +167.2% | +163.9% | +3.3% | +61.6% |
| 10Y | +274.7% | +420.6% | -145.8% | +63.5% |
| All | +2,365.6% | +2,498.9% | -133.3% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling