+268.6%
RTX vs MLM
+149.0%
+119.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.7% | -2.9% | +1.1% | -0.6% |
| 30D | +7.7% | +10.4% | -2.7% | +3.2% |
| 3M | -10.3% | -3.7% | -6.6% | -9.2% |
| 6M | +14.6% | -10.3% | +24.8% | +18.7% |
| YTD | +10.4% | -14.8% | +25.2% | +16.0% |
| 1Y | +13.5% | -13.9% | +27.4% | +18.7% |
| 3Y | +158.6% | +18.4% | +140.2% | +127.9% |
| 5Y | +147.3% | +31.8% | +115.4% | +100.2% |
| 10Y | +268.6% | +143.4% | +125.2% | +93.6% |
| All | +268.6% | +149.0% | +119.7% | +93.6% |
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