+147.4%
RTX vs MMM
+42.8%
+104.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +6.5% | +12.1% | -5.6% | +3.9% |
| 3M | -9.6% | +1.4% | -11.1% | -10.0% |
| 6M | +12.3% | +26.6% | -14.2% | +6.8% |
| YTD | +9.5% | +16.8% | -7.4% | +5.5% |
| 1Y | +15.8% | +10.1% | +5.8% | +12.9% |
| 3Y | +157.0% | +158.4% | -1.4% | +110.8% |
| All | +147.4% | +42.8% | +104.7% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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