+280.0%
RTX vs MKC
+29.3%
+250.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -11.2% | -3.4% | -7.8% | -10.5% |
| 3M | +12.0% | +3.8% | +8.3% | +10.6% |
| 6M | -3.6% | -17.9% | +14.4% | +0.9% |
| YTD | +9.2% | -23.6% | +32.8% | +16.0% |
| 1Y | +29.7% | -23.1% | +52.8% | +37.2% |
| 3Y | +152.0% | -31.5% | +183.5% | +172.5% |
| 5Y | +165.8% | -33.1% | +198.8% | +184.8% |
| All | +280.0% | +29.3% | +250.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling