+165.8%
RTX vs MKTX
-60.6%
+226.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -11.2% | +0.8% | -12.0% | -11.3% |
| 3M | +12.0% | +41.1% | -29.1% | +8.5% |
| 6M | -3.6% | -9.5% | +6.0% | -2.8% |
| YTD | +9.2% | -8.7% | +17.9% | +10.0% |
| 1Y | +29.7% | -10.0% | +39.7% | +30.7% |
| 3Y | +152.0% | -24.6% | +176.6% | +153.6% |
| 5Y | +165.8% | -60.3% | +226.1% | +186.3% |
| All | +165.8% | -60.6% | +226.3% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling