+224.4%
MRK vs RTX
+286.0%
-61.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -1.5% | -2.7% | -3.9% |
| 30D | +8.3% | -11.0% | +19.2% | +11.2% |
| 3M | +20.0% | +7.7% | +12.4% | +17.6% |
| 6M | +25.7% | -3.9% | +29.6% | +26.4% |
| YTD | +38.7% | +9.0% | +29.8% | +35.2% |
| 1Y | +74.7% | +27.3% | +47.4% | +63.8% |
| 3Y | +45.4% | +172.9% | -127.5% | +11.3% |
| 5Y | +129.0% | +165.2% | -36.1% | +74.1% |
| All | +224.4% | +286.0% | -61.6% | +109.7% |
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