+280.0%
RTX vs MCO
+385.7%
-105.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | -2.0% | -7.3% | +5.3% | +1.3% |
| 30D | -11.2% | -1.7% | -9.5% | -10.7% |
| 3M | +12.0% | +3.9% | +8.1% | +9.5% |
| 6M | -3.6% | +3.8% | -7.4% | -6.1% |
| YTD | +9.2% | -7.9% | +17.1% | +11.3% |
| 1Y | +29.7% | -6.8% | +36.6% | +31.0% |
| 3Y | +152.0% | +40.9% | +111.0% | +102.4% |
| 5Y | +165.8% | +27.5% | +138.3% | +118.3% |
| All | +280.0% | +385.7% | -105.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling