+235.3%
RTX vs MP
+257.7%
-22.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -1.6% |
| 7D | -5.1% | -10.5% | +5.4% | -4.4% |
| 30D | +5.1% | -23.5% | +28.7% | +7.0% |
| 3M | -14.8% | -25.4% | +10.6% | -13.3% |
| 6M | +8.0% | -51.3% | +59.3% | +12.9% |
| YTD | +4.5% | -29.9% | +34.4% | +5.6% |
| 1Y | +9.8% | -31.8% | +41.7% | +11.0% |
| 3Y | +144.2% | +127.0% | +17.2% | +109.0% |
| 5Y | +131.4% | -3.3% | +134.7% | +110.0% |
| All | +235.3% | +257.7% | -22.4% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling