+6,700.2%
RTX vs MLM
+3,039.4%
+3,660.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -1.5% |
| 7D | -3.8% | -1.2% | -2.5% | -3.4% |
| 30D | +4.7% | +7.9% | -3.3% | +1.9% |
| 3M | -13.4% | -4.5% | -8.9% | -12.3% |
| 6M | +11.8% | -12.6% | +24.5% | +16.3% |
| YTD | +5.8% | -14.9% | +20.6% | +10.3% |
| 1Y | +11.9% | -13.1% | +25.0% | +15.9% |
| 3Y | +146.3% | +21.2% | +125.0% | +122.9% |
| 5Y | +134.3% | +32.0% | +102.3% | +101.1% |
| 10Y | +277.9% | +195.3% | +82.5% | +136.2% |
| All | +6,700.2% | +3,039.4% | +3,660.8% | +1,898.5% |
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