+961.1%
RTX vs MKTX
+1,445.7%
-484.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -10.6% | +1.0% | -11.5% | -10.7% |
| 3M | +11.6% | +41.3% | -29.6% | +3.7% |
| 6M | -4.5% | -11.3% | +6.8% | -3.3% |
| YTD | +9.6% | -8.6% | +18.1% | +10.1% |
| 1Y | +30.8% | -11.1% | +41.9% | +31.9% |
| 3Y | +152.8% | -24.5% | +177.3% | +156.5% |
| 5Y | +167.1% | -61.4% | +228.5% | +203.3% |
| 10Y | +275.2% | +6.8% | +268.3% | +228.4% |
| All | +961.1% | +1,445.7% | -484.5% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling