+3,767.8%
MRK vs RTX
+10,413.0%
-6,645.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | +4.8% | -4.1% | -0.7% |
| 30D | +0.3% | +6.5% | -6.2% | -1.8% |
| 3M | +9.7% | -9.6% | +19.3% | +12.7% |
| 6M | +32.0% | +12.3% | +19.6% | +26.8% |
| YTD | +43.3% | +9.5% | +33.8% | +38.3% |
| 1Y | +63.7% | +15.8% | +47.8% | +55.3% |
| 3Y | +58.0% | +157.0% | -99.0% | +15.7% |
| 5Y | +105.0% | +148.8% | -43.8% | +48.9% |
| 10Y | +228.6% | +264.0% | -35.4% | +98.8% |
| All | +3,767.8% | +10,413.0% | -6,645.2% | +772.8% |
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