+9,806.7%
RTX vs MOD
+1,544.7%
+8,262.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -2.0% |
| 7D | -3.8% | -34.2% | +30.4% | +3.0% |
| 30D | +4.7% | -51.9% | +56.6% | +17.9% |
| 3M | -13.4% | -53.0% | +39.6% | -2.6% |
| 6M | +11.8% | -66.4% | +78.2% | +31.1% |
| YTD | +5.8% | -31.5% | +37.3% | +7.3% |
| 1Y | +11.9% | -39.6% | +51.5% | +15.3% |
| 3Y | +146.3% | +116.8% | +29.4% | +84.1% |
| 5Y | +134.3% | +713.8% | -579.5% | +28.0% |
| 10Y | +277.9% | +882.7% | -604.8% | +75.0% |
| All | +9,806.7% | +1,544.7% | +8,262.0% | +3,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling