+267.4%
RTX vs MLM
+138.2%
+129.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +4.8% | -0.9% | +5.7% | +5.2% |
| 30D | +6.5% | +9.0% | -2.5% | +2.6% |
| 3M | -9.6% | -5.6% | -4.1% | -7.7% |
| 6M | +12.3% | -10.7% | +23.0% | +16.6% |
| YTD | +9.5% | -17.2% | +26.6% | +16.4% |
| 1Y | +15.8% | -14.2% | +30.1% | +21.3% |
| 3Y | +157.0% | +15.6% | +141.4% | +128.7% |
| 5Y | +148.8% | +26.2% | +122.6% | +105.4% |
| All | +267.4% | +138.2% | +129.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling