+147.4%
RTX vs MPC
+600.5%
-453.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +11.2% | -6.5% | +2.8% |
| 30D | +6.5% | -14.5% | +21.0% | +9.3% |
| 3M | -9.6% | +16.7% | -26.3% | -12.4% |
| 6M | +12.3% | +67.6% | -55.2% | +0.9% |
| YTD | +9.5% | +157.9% | -148.5% | -11.9% |
| 1Y | +15.8% | +116.7% | -100.8% | -2.8% |
| 3Y | +157.0% | +199.8% | -42.8% | +91.2% |
| All | +147.4% | +600.5% | -453.0% | +25.2% |
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