+10,239.8%
RTX vs MDT
+8,658.2%
+1,581.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -1.7% | +2.7% | -4.5% | -2.8% |
| 30D | +7.7% | +14.8% | -7.1% | +2.4% |
| 3M | -10.3% | +14.6% | -24.9% | -14.8% |
| 6M | +14.6% | +35.7% | -21.1% | +2.3% |
| YTD | +10.4% | +8.5% | +1.9% | +6.3% |
| 1Y | +13.5% | +13.3% | +0.3% | +7.6% |
| 3Y | +158.6% | +58.6% | +100.0% | +115.4% |
| 5Y | +147.3% | -2.6% | +149.9% | +141.0% |
| 10Y | +268.6% | +60.0% | +208.7% | +207.6% |
| All | +10,239.8% | +8,658.2% | +1,581.7% | +3,570.7% |
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 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