+209.2%
RTX vs MDB
+848.0%
-638.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | -5.1% | -11.4% | +6.2% | -4.4% |
| 30D | +5.1% | -13.8% | +19.0% | +6.1% |
| 3M | -14.8% | -15.5% | +0.6% | -14.3% |
| 6M | +8.0% | +17.9% | -9.9% | +5.3% |
| YTD | +4.5% | -25.5% | +29.9% | +4.8% |
| 1Y | +9.8% | -12.1% | +21.9% | +8.6% |
| 3Y | +144.2% | -5.9% | +150.1% | +131.8% |
| 5Y | +131.4% | -43.7% | +175.1% | +120.1% |
| All | +209.2% | +848.0% | -638.8% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling