+157.0%
RTX vs MPC
+203.2%
-46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.8% | +11.2% | -6.5% | +3.8% |
| 30D | +6.5% | -14.5% | +21.0% | +7.7% |
| 3M | -9.6% | +16.7% | -26.3% | -10.9% |
| 6M | +12.3% | +67.6% | -55.2% | +6.8% |
| YTD | +9.5% | +157.9% | -148.5% | -3.2% |
| 1Y | +15.8% | +116.7% | -100.8% | +5.4% |
| 3Y | +157.0% | +199.8% | -42.8% | +119.0% |
| All | +157.0% | +203.2% | -46.2% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling