+66.2%
RTX vs MULL
+2,366.2%
-2,299.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.3% | +9.6% | +0.5% |
| 7D | -2.0% | +3.6% | -5.6% | -2.1% |
| 30D | -11.2% | +22.0% | -33.2% | -11.7% |
| 3M | +12.0% | -8.6% | +20.7% | +10.6% |
| 6M | -3.6% | +248.5% | -252.1% | -11.8% |
| YTD | +9.2% | +516.3% | -507.1% | -3.2% |
| 1Y | +29.7% | +2,036.6% | -2,006.9% | +7.5% |
| All | +66.2% | +2,366.2% | -2,299.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MULL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling