+280.0%
RTX vs MDY
+175.0%
+105.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | -2.0% | -2.5% | +0.5% | +0.1% |
| 30D | -11.2% | -5.0% | -6.2% | -7.4% |
| 3M | +12.0% | +0.5% | +11.6% | +11.3% |
| 6M | -3.6% | +8.0% | -11.6% | -10.0% |
| YTD | +9.2% | +12.2% | -3.0% | -1.5% |
| 1Y | +29.7% | +14.0% | +15.7% | +15.2% |
| 3Y | +152.0% | +48.2% | +103.8% | +71.1% |
| 5Y | +165.8% | +46.1% | +119.7% | +77.2% |
| All | +280.0% | +175.0% | +105.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling