+68.9%
RTX vs MULL
+1,351.1%
-1,282.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +24.0% | -23.5% | +0.1% |
| 7D | +1.4% | -2.5% | +4.0% | +1.3% |
| 30D | +7.8% | -40.1% | +47.9% | +8.4% |
| 3M | -9.8% | -28.2% | +18.4% | -9.9% |
| 6M | +13.5% | -39.6% | +53.1% | +11.0% |
| YTD | +10.9% | +262.6% | -251.7% | -1.3% |
| 1Y | +14.0% | +366.2% | -352.2% | -0.1% |
| All | +68.9% | +1,351.1% | -1,282.2% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling