+1,315.7%
MU vs RTX
+168.2%
+1,147.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.3% |
| 7D | +9.0% | -5.2% | +14.1% | +10.7% |
| 30D | +13.8% | -9.4% | +23.2% | +17.0% |
| 3M | +2.1% | +12.3% | -10.2% | -2.9% |
| 6M | +153.8% | -3.1% | +156.9% | +155.0% |
| YTD | +256.4% | +10.7% | +245.7% | +241.2% |
| 1Y | +719.8% | +28.4% | +691.3% | +643.2% |
| 3Y | +1,360.4% | +147.1% | +1,213.3% | +938.9% |
| All | +1,315.7% | +168.2% | +1,147.5% | +814.6% |
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