+11.7%
RTX vs MDB
+10.4%
+1.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.4% | +11.6% | -8.2% | +3.4% |
| 30D | +8.4% | -8.9% | +17.3% | +8.2% |
| 3M | -10.7% | -22.4% | +11.7% | -10.7% |
| 6M | +11.7% | +10.1% | +1.7% | +13.2% |
| All | +11.7% | +10.4% | +1.3% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling