+256.1%
RTX vs MP
+271.0%
-15.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +1.4% | +2.3% | -0.8% | +1.3% |
| 30D | +7.8% | -15.3% | +23.1% | +9.0% |
| 3M | -9.8% | -33.5% | +23.7% | -7.4% |
| 6M | +13.5% | -45.5% | +59.1% | +17.6% |
| YTD | +10.9% | -27.3% | +38.2% | +11.8% |
| 1Y | +14.0% | -40.7% | +54.7% | +16.4% |
| 3Y | +159.9% | +145.9% | +14.1% | +120.9% |
| 5Y | +151.7% | -13.9% | +165.6% | +132.0% |
| All | +256.1% | +271.0% | -15.0% | +133.1% |
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