+9,685.3%
RTX vs MDT
+8,676.3%
+1,009.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | -5.1% | +5.4% | -10.6% | -7.0% |
| 30D | +5.1% | +19.1% | -13.9% | -1.3% |
| 3M | -14.8% | +19.5% | -34.3% | -20.2% |
| 6M | +8.0% | +33.5% | -25.4% | -3.0% |
| YTD | +4.5% | +8.7% | -4.2% | +0.6% |
| 1Y | +9.8% | +16.8% | -6.9% | +3.0% |
| 3Y | +144.2% | +53.0% | +91.2% | +106.0% |
| 5Y | +131.4% | -2.9% | +134.3% | +125.8% |
| 10Y | +273.3% | +61.4% | +211.8% | +210.5% |
| All | +9,685.3% | +8,676.3% | +1,009.0% | +3,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling