+132.6%
RTX vs MOD
+748.9%
-616.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.7% |
| 7D | -5.1% | -25.5% | +20.4% | -3.1% |
| 30D | +5.1% | -49.0% | +54.1% | +10.5% |
| 3M | -14.8% | -49.8% | +35.0% | -10.6% |
| 6M | +8.0% | -64.8% | +72.8% | +16.0% |
| YTD | +4.5% | -27.6% | +32.1% | +3.9% |
| 1Y | +9.8% | -35.2% | +45.0% | +10.0% |
| 3Y | +144.2% | +137.1% | +7.1% | +101.1% |
| All | +132.6% | +748.9% | -616.3% | +61.0% |
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