+152.8%
RTX vs MDT
+28.5%
+124.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -5.2% | +3.2% | -8.4% | -5.9% |
| 30D | -9.4% | +9.5% | -18.9% | -11.3% |
| 3M | +12.3% | +16.0% | -3.7% | +8.3% |
| 6M | -3.1% | +0.2% | -3.3% | -3.5% |
| YTD | +10.7% | -0.3% | +10.9% | +10.3% |
| 1Y | +28.4% | +4.7% | +23.7% | +26.6% |
| All | +152.8% | +28.5% | +124.3% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling