+134.3%
RTX vs MP
-13.9%
+148.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -3.0% |
| 7D | -3.8% | -19.0% | +15.2% | -2.7% |
| 30D | +4.7% | -30.5% | +35.2% | +6.7% |
| 3M | -13.4% | -29.6% | +16.2% | -11.9% |
| 6M | +11.8% | -50.4% | +62.3% | +15.7% |
| YTD | +5.8% | -33.2% | +39.0% | +7.0% |
| 1Y | +11.9% | -38.6% | +50.5% | +13.5% |
| 3Y | +146.3% | +105.5% | +40.8% | +116.8% |
| 5Y | +134.3% | -7.8% | +142.1% | +119.7% |
| All | +134.3% | -13.9% | +148.2% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling