+10,266.7%
RTX vs MO
+15,304.6%
-5,037.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -9.4% | +0.6% | -10.0% | -9.6% |
| 3M | +12.3% | -1.0% | +13.3% | +12.1% |
| 6M | -3.1% | +4.3% | -7.5% | -4.9% |
| YTD | +10.7% | +23.3% | -12.6% | +3.7% |
| 1Y | +28.4% | +10.5% | +18.0% | +23.6% |
| 3Y | +147.1% | +96.3% | +50.8% | +101.4% |
| 5Y | +167.2% | +98.9% | +68.4% | +115.5% |
| 10Y | +274.7% | +103.6% | +171.1% | +193.6% |
| All | +10,266.7% | +15,304.6% | -5,037.9% | +2,971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling