+147.4%
RTX vs MDB
-41.3%
+188.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +4.8% | +6.8% | -2.1% | +4.4% |
| 30D | +6.5% | -6.2% | +12.7% | +6.7% |
| 3M | -9.6% | -29.2% | +19.6% | -8.3% |
| 6M | +12.3% | +10.3% | +2.0% | +10.7% |
| YTD | +9.5% | -20.4% | +29.8% | +9.4% |
| 1Y | +15.8% | -4.8% | +20.7% | +14.4% |
| 3Y | +157.0% | -11.6% | +168.6% | +147.6% |
| All | +147.4% | -41.3% | +188.8% | +136.7% |
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