+27.3%
RTX vs MDB
+7.4%
+19.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.2% |
| 7D | -1.5% | -1.8% | +0.2% | -1.5% |
| 30D | -11.0% | -17.3% | +6.3% | -10.7% |
| 3M | +7.7% | +2.2% | +5.5% | +7.7% |
| 6M | -3.9% | +33.9% | -37.8% | -4.8% |
| YTD | +9.0% | -13.7% | +22.7% | +9.7% |
| 1Y | +27.3% | +9.1% | +18.2% | +27.0% |
| All | +27.3% | +7.4% | +19.9% | +27.0% |
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