+150.4%
RTX vs MKC
-36.0%
+186.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | +7.7% | +5.4% | +2.3% | +6.5% |
| 3M | -10.3% | -11.1% | +0.8% | -8.6% |
| 6M | +14.6% | -1.4% | +16.0% | +14.2% |
| YTD | +10.4% | -29.4% | +39.8% | +17.3% |
| 1Y | +13.5% | -24.7% | +38.3% | +18.8% |
| 3Y | +158.6% | -21.8% | +180.4% | +166.7% |
| All | +150.4% | -36.0% | +186.4% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling