+140.2%
RTX vs MTB
+67.9%
+72.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.0% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | +5.6% | +2.4% | +3.2% | +5.0% |
| 3M | -11.7% | -10.5% | -1.2% | -9.4% |
| 6M | +12.3% | +6.4% | +5.9% | +10.5% |
| YTD | +8.2% | +12.8% | -4.6% | +4.9% |
| 1Y | +12.6% | +23.3% | -10.7% | +6.9% |
| 3Y | +152.8% | +108.2% | +44.6% | +108.4% |
| 5Y | +140.2% | +68.6% | +71.6% | +95.4% |
| All | +140.2% | +67.9% | +72.3% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling