+165.8%
RTX vs MCO
+26.7%
+139.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -2.0% | -7.3% | +5.3% | -0.2% |
| 30D | -11.2% | -1.7% | -9.5% | -10.9% |
| 3M | +12.0% | +3.9% | +8.1% | +10.7% |
| 6M | -3.6% | +3.8% | -7.4% | -4.9% |
| YTD | +9.2% | -7.9% | +17.1% | +10.6% |
| 1Y | +29.7% | -6.8% | +36.6% | +30.8% |
| 3Y | +152.0% | +40.9% | +111.0% | +125.3% |
| 5Y | +165.8% | +27.5% | +138.3% | +139.7% |
| All | +165.8% | +26.7% | +139.0% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling