+172.7%
RTX vs MDY
+48.7%
+124.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.6% | -3.9% | -7.7% | -10.2% |
| 3M | +9.2% | 0.0% | +9.2% | +9.0% |
| 6M | -4.4% | +8.5% | -13.0% | -7.8% |
| YTD | +8.9% | +13.2% | -4.3% | +3.2% |
| 1Y | +32.1% | +15.0% | +17.1% | +24.5% |
| All | +172.7% | +48.7% | +124.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling