+152.8%
RTX vs MTB
+118.5%
+34.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.1% | +2.8% | -5.9% | -3.6% |
| 30D | -10.6% | -4.2% | -6.4% | -9.9% |
| 3M | +11.6% | +7.8% | +3.9% | +10.1% |
| 6M | -4.5% | +14.8% | -19.3% | -6.8% |
| YTD | +9.6% | +20.8% | -11.2% | +6.1% |
| 1Y | +30.8% | +23.1% | +7.7% | +26.3% |
| 3Y | +152.8% | +114.8% | +38.0% | +137.9% |
| All | +152.8% | +118.5% | +34.3% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling