+7,706.0%
RTX vs MCO
+7,698.6%
+7.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.1% |
| 7D | -5.2% | -4.2% | -1.0% | -3.8% |
| 30D | -9.4% | +2.2% | -11.6% | -10.2% |
| 3M | +12.3% | +10.1% | +2.2% | +8.2% |
| 6M | -3.1% | +5.3% | -8.4% | -5.5% |
| YTD | +10.7% | -2.7% | +13.4% | +10.3% |
| 1Y | +28.4% | -0.4% | +28.8% | +26.5% |
| 3Y | +147.1% | +49.0% | +98.0% | +107.9% |
| 5Y | +167.2% | +33.6% | +133.6% | +128.4% |
| 10Y | +274.7% | +395.3% | -120.6% | +103.6% |
| All | +7,706.0% | +7,698.6% | +7.4% | +1,499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling