+180.0%
MCD vs RTX
+275.7%
-95.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.0% | -3.1% | +1.1% | -1.0% |
| 30D | -6.1% | -10.6% | +4.4% | -2.8% |
| 3M | -7.3% | +11.6% | -18.9% | -10.8% |
| 6M | -20.9% | -4.5% | -16.4% | -20.1% |
| YTD | -14.7% | +9.6% | -24.2% | -17.8% |
| 1Y | -16.1% | +30.8% | -46.9% | -24.2% |
| 3Y | -1.5% | +152.8% | -154.3% | -31.4% |
| 5Y | +20.4% | +167.1% | -146.7% | -19.8% |
| 10Y | +180.0% | +275.2% | -95.2% | +58.1% |
| All | +180.0% | +275.7% | -95.7% | +58.1% |
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