+267.0%
RTX vs MPC
+1,096.9%
-829.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -5.1% | -16.2% | +11.0% | +0.5% |
| 30D | +5.1% | -15.7% | +20.9% | +11.0% |
| 3M | -14.8% | +24.9% | -39.7% | -21.8% |
| 6M | +8.0% | +52.7% | -44.6% | -8.4% |
| YTD | +4.5% | +131.9% | -127.4% | -25.0% |
| 1Y | +9.8% | +96.6% | -86.8% | -16.4% |
| 3Y | +144.2% | +163.8% | -19.6% | +59.2% |
| 5Y | +131.4% | +533.1% | -401.7% | +1.1% |
| All | +267.0% | +1,096.9% | -829.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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