+147.3%
RTX vs MPC
+554.2%
-407.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.7% | -8.8% | +7.1% | -0.1% |
| 30D | +7.7% | -14.4% | +22.1% | +10.5% |
| 3M | -10.3% | +21.9% | -32.3% | -13.9% |
| 6M | +14.6% | +60.1% | -45.5% | +3.8% |
| YTD | +10.4% | +142.3% | -131.9% | -10.1% |
| 1Y | +13.5% | +101.7% | -88.2% | -3.4% |
| 3Y | +158.6% | +184.8% | -26.2% | +94.0% |
| 5Y | +147.3% | +564.6% | -417.4% | +26.1% |
| All | +147.3% | +554.2% | -407.0% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling