+162.9%
RTX vs MDY
+45.8%
+117.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -11.6% | -3.9% | -7.7% | -9.8% |
| 3M | +9.2% | 0.0% | +9.2% | +9.0% |
| 6M | -4.4% | +8.5% | -13.0% | -8.6% |
| YTD | +8.9% | +13.2% | -4.3% | +1.8% |
| 1Y | +32.1% | +15.0% | +17.1% | +22.4% |
| 3Y | +151.2% | +49.6% | +101.7% | +98.3% |
| 5Y | +162.9% | +46.0% | +116.9% | +110.4% |
| All | +162.9% | +45.8% | +117.1% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling