+10,266.7%
RTX vs MTB
+8,294.1%
+1,972.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.2% | +1.7% | -6.9% | -5.8% |
| 30D | -9.4% | -4.2% | -5.2% | -7.9% |
| 3M | +12.3% | +8.9% | +3.4% | +8.5% |
| 6M | -3.1% | +10.9% | -14.0% | -7.2% |
| YTD | +10.7% | +21.5% | -10.8% | +2.2% |
| 1Y | +28.4% | +21.9% | +6.5% | +18.0% |
| 3Y | +147.1% | +109.2% | +37.8% | +77.1% |
| 5Y | +167.2% | +102.0% | +65.3% | +86.4% |
| 10Y | +274.7% | +171.9% | +102.8% | +124.9% |
| All | +10,266.7% | +8,294.1% | +1,972.6% | +1,990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling