+195.2%
MCD vs RTX
+261.8%
-66.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | -1.6% | +3.4% | -5.0% | -2.7% |
| 30D | +16.0% | +8.4% | +7.7% | +12.9% |
| 3M | 0.0% | -10.7% | +10.6% | +3.4% |
| 6M | +0.9% | +11.7% | -10.8% | -3.2% |
| YTD | -8.7% | +9.3% | -18.0% | -12.2% |
| 1Y | -8.6% | +13.3% | -21.8% | -13.2% |
| 3Y | +9.9% | +156.1% | -146.3% | -23.9% |
| 5Y | +22.6% | +148.5% | -125.9% | -16.2% |
| All | +195.2% | +261.8% | -66.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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