+169.3%
RTX vs MDB
-28.4%
+197.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -5.2% | -17.4% | +12.3% | -4.2% |
| 30D | -9.4% | -2.0% | -7.4% | -9.4% |
| 3M | +12.3% | -3.0% | +15.3% | +12.2% |
| 6M | -3.1% | +48.7% | -51.8% | -5.9% |
| YTD | +10.7% | -12.1% | +22.8% | +10.4% |
| 1Y | +28.4% | +14.5% | +13.9% | +25.8% |
| 3Y | +147.1% | -6.1% | +153.2% | +137.9% |
| All | +169.3% | -28.4% | +197.7% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling