+11.3%
RTX vs MDB
-9.9%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.1% | +3.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | +5.6% | -15.2% | +20.7% | +5.7% |
| 3M | -11.7% | -17.9% | +6.2% | -11.5% |
| 6M | +12.3% | +9.3% | +3.0% | +11.8% |
| YTD | +8.2% | -22.0% | +30.2% | +8.8% |
| All | +11.3% | -9.9% | +21.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling