+6,592.2%
MCD vs RTX
+10,292.9%
-3,700.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.7% |
| 7D | +5.9% | -3.2% | +9.1% | +6.9% |
| 30D | +19.6% | +5.6% | +14.1% | +17.5% |
| 3M | +3.3% | -11.7% | +15.0% | +7.1% |
| 6M | +3.5% | +12.3% | -8.8% | -0.7% |
| YTD | -6.1% | +8.2% | -14.3% | -9.2% |
| 1Y | -3.7% | +12.6% | -16.2% | -8.1% |
| 3Y | +13.4% | +152.8% | -139.5% | -17.9% |
| 5Y | +25.2% | +140.2% | -115.1% | -9.4% |
| 10Y | +211.3% | +273.8% | -62.5% | +87.2% |
| All | +6,592.2% | +10,292.9% | -3,700.7% | +1,305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling