+165.8%
RTX vs MO
+99.2%
+66.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | -11.2% | +5.8% | -17.0% | -12.2% |
| 3M | +12.0% | -4.5% | +16.6% | +12.7% |
| 6M | -3.6% | +5.7% | -9.3% | -5.4% |
| YTD | +9.2% | +23.1% | -13.9% | +3.2% |
| 1Y | +29.7% | +10.9% | +18.8% | +25.5% |
| 3Y | +152.0% | +96.1% | +55.8% | +105.1% |
| 5Y | +165.8% | +100.1% | +65.7% | +112.5% |
| All | +165.8% | +99.2% | +66.5% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling