+144.2%
RTX vs MOD
+129.2%
+15.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.5% |
| 7D | -5.1% | -25.5% | +20.4% | -3.7% |
| 30D | +5.1% | -49.0% | +54.1% | +8.9% |
| 3M | -14.8% | -49.8% | +35.0% | -11.9% |
| 6M | +8.0% | -64.8% | +72.8% | +13.7% |
| YTD | +4.5% | -27.6% | +32.1% | +3.7% |
| 1Y | +9.8% | -35.2% | +45.0% | +9.6% |
| 3Y | +144.2% | +137.1% | +7.1% | +143.9% |
| All | +144.2% | +129.2% | +15.0% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling