+172.7%
RTX vs MKC
-31.2%
+203.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | -11.6% | -3.1% | -8.5% | -11.1% |
| 3M | +9.2% | +6.8% | +2.3% | +7.6% |
| 6M | -4.4% | -18.3% | +13.9% | -0.9% |
| YTD | +8.9% | -23.1% | +31.9% | +13.9% |
| 1Y | +32.1% | -23.7% | +55.8% | +38.3% |
| All | +172.7% | -31.2% | +203.9% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling