+130.3%
MRK vs RTX
+162.0%
-31.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | +11.0% | -11.2% | +22.2% | +13.4% |
| 3M | +22.4% | +12.0% | +10.3% | +19.3% |
| 6M | +25.4% | -3.6% | +29.0% | +25.6% |
| YTD | +39.5% | +9.2% | +30.3% | +36.4% |
| 1Y | +78.0% | +29.7% | +48.3% | +68.8% |
| 3Y | +45.5% | +152.0% | -106.4% | +21.6% |
| 5Y | +130.3% | +165.8% | -35.5% | +87.6% |
| All | +130.3% | +162.0% | -31.8% | +87.6% |
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 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