+32.1%
RTX vs MULL
+2,529.3%
-2,497.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.7% |
| 7D | -1.6% | +14.8% | -16.4% | -1.7% |
| 30D | -11.6% | +36.6% | -48.1% | -11.8% |
| 3M | +9.2% | -8.9% | +18.1% | +8.2% |
| 6M | -4.4% | +311.9% | -316.4% | -11.9% |
| YTD | +8.9% | +579.8% | -571.0% | -1.6% |
| 1Y | +32.1% | +2,421.5% | -2,389.4% | +16.8% |
| All | +32.1% | +2,529.3% | -2,497.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling