+267.4%
RTX vs MDT
+62.9%
+204.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.9% |
| 7D | +4.8% | +1.0% | +3.7% | +4.2% |
| 30D | +6.5% | +9.2% | -2.7% | +1.2% |
| 3M | -9.6% | +14.5% | -24.1% | -16.6% |
| 6M | +12.3% | +37.3% | -25.0% | -7.0% |
| YTD | +9.5% | +9.8% | -0.4% | +2.4% |
| 1Y | +15.8% | +10.5% | +5.3% | +7.8% |
| 3Y | +157.0% | +57.4% | +99.6% | +87.8% |
| 5Y | +148.8% | +1.2% | +147.6% | +138.1% |
| All | +267.4% | +62.9% | +204.5% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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