+228.3%
RTX vs MDB
+924.6%
-696.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +1.4% | +3.0% | -1.5% | +1.2% |
| 30D | +7.8% | -11.3% | +19.2% | +8.6% |
| 3M | -9.8% | -23.0% | +13.2% | -8.6% |
| 6M | +13.5% | +14.8% | -1.2% | +11.0% |
| YTD | +10.9% | -19.4% | +30.4% | +10.7% |
| 1Y | +14.0% | -9.0% | +22.9% | +12.4% |
| 3Y | +159.9% | -10.3% | +170.2% | +148.3% |
| 5Y | +151.7% | -38.4% | +190.0% | +137.7% |
| All | +228.3% | +924.6% | -696.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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