+134.3%
RTX vs MOD
+720.4%
-586.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -2.7% |
| 7D | -3.8% | -34.2% | +30.4% | -0.8% |
| 30D | +4.7% | -51.9% | +56.6% | +10.6% |
| 3M | -13.4% | -53.0% | +39.6% | -8.6% |
| 6M | +11.8% | -66.4% | +78.2% | +20.6% |
| YTD | +5.8% | -31.5% | +37.3% | +5.7% |
| 1Y | +11.9% | -39.6% | +51.5% | +12.8% |
| 3Y | +146.3% | +116.8% | +29.4% | +104.6% |
| 5Y | +134.3% | +713.8% | -579.5% | +61.9% |
| All | +134.3% | +720.4% | -586.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling