+7,015.9%
RTX vs MLM
+2,961.7%
+4,054.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -5.2% | -2.9% | -2.2% | -4.2% |
| 30D | -9.4% | -6.8% | -2.6% | -7.3% |
| 3M | +12.3% | -11.2% | +23.5% | +16.4% |
| 6M | -3.1% | -21.8% | +18.7% | +4.7% |
| YTD | +10.7% | -17.0% | +27.6% | +16.6% |
| 1Y | +28.4% | -16.4% | +44.8% | +34.8% |
| 3Y | +147.1% | +14.5% | +132.6% | +127.8% |
| 5Y | +167.2% | +41.7% | +125.5% | +123.3% |
| 10Y | +274.7% | +200.0% | +74.7% | +133.3% |
| All | +7,015.9% | +2,961.7% | +4,054.2% | +2,012.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling