+280.0%
RTX vs MO
+114.1%
+166.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | -11.2% | +5.8% | -17.0% | -13.2% |
| 3M | +12.0% | -4.5% | +16.6% | +13.3% |
| 6M | -3.6% | +5.7% | -9.3% | -6.9% |
| YTD | +9.2% | +23.1% | -13.9% | -1.4% |
| 1Y | +29.7% | +10.9% | +18.8% | +21.9% |
| 3Y | +152.0% | +96.1% | +55.8% | +79.8% |
| 5Y | +165.8% | +100.1% | +65.7% | +84.1% |
| All | +280.0% | +114.1% | +166.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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