+6,396.6%
RTX vs MDY
+2,662.7%
+3,733.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -9.4% | -1.5% | -7.9% | -8.3% |
| 3M | +12.3% | +0.8% | +11.5% | +11.3% |
| 6M | -3.1% | +7.4% | -10.5% | -9.0% |
| YTD | +10.7% | +15.2% | -4.5% | -1.8% |
| 1Y | +28.4% | +16.5% | +11.9% | +12.7% |
| 3Y | +147.1% | +46.8% | +100.3% | +74.5% |
| 5Y | +167.2% | +46.0% | +121.2% | +85.3% |
| 10Y | +274.7% | +172.1% | +102.7% | +60.0% |
| All | +6,396.6% | +2,662.7% | +3,733.9% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling