+267.4%
RTX vs MKC
+25.8%
+241.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +4.8% | -3.0% | +7.8% | +5.5% |
| 30D | +6.5% | +4.8% | +1.7% | +5.1% |
| 3M | -9.6% | -12.8% | +3.2% | -6.8% |
| 6M | +12.3% | +5.0% | +7.3% | +10.0% |
| YTD | +9.5% | -29.1% | +38.5% | +18.2% |
| 1Y | +15.8% | -26.4% | +42.2% | +23.7% |
| 3Y | +157.0% | -21.6% | +178.6% | +166.2% |
| 5Y | +148.8% | -35.2% | +184.1% | +167.5% |
| All | +267.4% | +25.8% | +241.6% | +228.7% |
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