+286.4%
RTX vs MDT
+39.6%
+246.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -10.6% | +6.0% | -16.6% | -13.5% |
| 3M | +11.6% | +15.5% | -3.9% | +2.5% |
| 6M | -4.5% | +3.4% | -7.9% | -7.0% |
| YTD | +9.6% | -2.2% | +11.7% | +9.8% |
| 1Y | +30.8% | +2.6% | +28.2% | +27.1% |
| 3Y | +152.8% | +27.5% | +125.3% | +109.6% |
| 5Y | +167.1% | -20.1% | +187.2% | +198.6% |
| All | +286.4% | +39.6% | +246.8% | +199.6% |
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