+148.5%
RTX vs MO
+153.7%
-5.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | +3.4% | +0.4% | +2.9% | +3.3% |
| 30D | +8.4% | +8.9% | -0.5% | +6.7% |
| 3M | -10.7% | +23.0% | -33.6% | -14.1% |
| 6M | +11.7% | +15.0% | -3.2% | +8.4% |
| YTD | +9.3% | +41.7% | -32.4% | +0.6% |
| 1Y | +13.3% | +43.3% | -30.0% | +3.9% |
| 3Y | +156.1% | +143.2% | +13.0% | +97.7% |
| 5Y | +148.5% | +154.7% | -6.2% | +80.6% |
| All | +148.5% | +153.7% | -5.2% | +80.6% |
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