+152.8%
RTX vs MPC
+187.3%
-34.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +3.2% |
| 7D | -3.2% | -9.4% | +6.2% | -2.4% |
| 30D | +5.6% | -14.3% | +19.9% | +6.8% |
| 3M | -11.7% | +31.1% | -42.8% | -13.7% |
| 6M | +12.3% | +60.3% | -47.9% | +7.2% |
| YTD | +8.2% | +142.5% | -134.3% | -3.7% |
| 1Y | +12.6% | +104.6% | -92.0% | +3.0% |
| 3Y | +152.8% | +191.7% | -38.9% | +117.6% |
| All | +152.8% | +187.3% | -34.4% | +117.6% |
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