+283.9%
RTX vs MTB
+172.8%
+111.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | -11.6% | -4.6% | -6.9% | -9.7% |
| 3M | +9.2% | +6.3% | +2.9% | +6.1% |
| 6M | -4.4% | +15.6% | -20.0% | -10.5% |
| YTD | +8.9% | +20.6% | -11.7% | -0.2% |
| 1Y | +32.1% | +22.5% | +9.6% | +19.8% |
| 3Y | +151.2% | +114.4% | +36.8% | +68.1% |
| 5Y | +162.9% | +101.9% | +61.0% | +68.5% |
| 10Y | +283.9% | +170.4% | +113.5% | +110.6% |
| All | +283.9% | +172.8% | +111.1% | +110.6% |
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