+267.0%
RTX vs MLM
+185.4%
+81.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -5.1% | -4.1% | -1.0% | -3.5% |
| 30D | +5.1% | +8.2% | -3.0% | +1.6% |
| 3M | -14.8% | -3.6% | -11.2% | -13.8% |
| 6M | +8.0% | -15.6% | +23.6% | +14.8% |
| YTD | +4.5% | -16.4% | +20.9% | +10.6% |
| 1Y | +9.8% | -14.3% | +24.2% | +15.1% |
| 3Y | +144.2% | +19.3% | +124.9% | +114.5% |
| 5Y | +131.4% | +29.6% | +101.8% | +89.0% |
| All | +267.0% | +185.4% | +81.6% | +92.1% |
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