+3,763.3%
MRK vs RTX
+10,425.2%
-6,661.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -0.9% | -3.1% | +2.2% | 0.0% |
| 30D | +15.5% | -10.6% | +26.0% | +19.2% |
| 3M | +25.1% | +11.6% | +13.5% | +20.6% |
| 6M | +30.1% | -4.5% | +34.6% | +31.4% |
| YTD | +43.1% | +9.6% | +33.5% | +38.4% |
| 1Y | +82.5% | +30.8% | +51.6% | +66.9% |
| 3Y | +49.3% | +152.8% | -103.5% | +9.7% |
| 5Y | +130.3% | +167.1% | -36.8% | +63.6% |
| 10Y | +234.3% | +275.2% | -40.8% | +100.7% |
| All | +3,763.3% | +10,425.2% | -6,661.9% | +773.2% |
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