+267.4%
RTX vs MTB
+115.1%
+152.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +4.8% | +1.5% | +3.2% | +4.1% |
| 30D | +6.5% | +2.3% | +4.1% | +5.4% |
| 3M | -9.6% | -12.1% | +2.5% | -4.5% |
| 6M | +12.3% | +9.8% | +2.5% | +7.5% |
| YTD | +9.5% | +12.0% | -2.6% | +3.4% |
| 1Y | +15.8% | +22.0% | -6.2% | +5.2% |
| 3Y | +157.0% | +107.6% | +49.4% | +74.8% |
| 5Y | +148.8% | +61.9% | +87.0% | +79.8% |
| All | +267.4% | +115.1% | +152.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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