+27.3%
RTX vs MKTX
-10.6%
+37.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -11.0% | +0.7% | -11.7% | -11.0% |
| 3M | +7.7% | +40.8% | -33.1% | +5.6% |
| 6M | -3.9% | -8.0% | +4.1% | -2.6% |
| YTD | +9.0% | -8.7% | +17.7% | +11.7% |
| 1Y | +27.3% | -11.8% | +39.1% | +26.6% |
| All | +27.3% | -10.6% | +37.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling