+269.0%
RTX vs MTB
+119.7%
+149.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -2.0% | +3.4% | +2.4% |
| 30D | +7.8% | +0.1% | +7.7% | +7.7% |
| 3M | -9.8% | -12.1% | +2.3% | -4.7% |
| 6M | +13.5% | +7.3% | +6.2% | +9.7% |
| YTD | +10.9% | +11.5% | -0.6% | +5.0% |
| 1Y | +14.0% | +21.3% | -7.3% | +3.8% |
| 3Y | +159.9% | +104.1% | +55.8% | +78.3% |
| 5Y | +151.7% | +61.8% | +89.8% | +81.9% |
| 10Y | +269.0% | +115.4% | +153.6% | +129.6% |
| All | +269.0% | +119.7% | +149.3% | +129.6% |
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