+163.1%
RTX vs MCK
+345.1%
-182.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.9% |
| 30D | -11.0% | +0.4% | -11.4% | -11.1% |
| 3M | +7.7% | +12.1% | -4.4% | +4.8% |
| 6M | -3.9% | -5.4% | +1.5% | -3.1% |
| YTD | +9.0% | +7.8% | +1.2% | +6.3% |
| 1Y | +27.3% | +22.9% | +4.3% | +20.1% |
| 3Y | +172.9% | +110.7% | +62.2% | +116.9% |
| All | +163.1% | +345.1% | -182.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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