+169.3%
RTX vs MDT
-17.7%
+187.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -5.2% | +3.2% | -8.4% | -6.0% |
| 30D | -9.4% | +9.5% | -18.9% | -11.7% |
| 3M | +12.3% | +16.0% | -3.7% | +7.4% |
| 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% | +26.1% |
| 3Y | +147.1% | +26.5% | +120.5% | +128.3% |
| All | +169.3% | -17.7% | +187.1% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling