+21.6%
MCD vs RTX
+168.2%
-146.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -5.2% | +2.3% | -1.9% |
| 30D | -6.0% | -9.4% | +3.4% | -4.4% |
| 3M | -5.6% | +12.3% | -17.9% | -7.5% |
| 6M | -21.9% | -3.1% | -18.7% | -21.7% |
| YTD | -14.7% | +10.7% | -25.4% | -16.5% |
| 1Y | -17.3% | +28.4% | -45.7% | -21.2% |
| 3Y | -2.2% | +147.1% | -149.2% | -20.0% |
| All | +21.6% | +168.2% | -146.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling