+211.7%
MCD vs RY
+360.6%
-148.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.1% |
| 7D | +7.1% | -0.9% | +8.0% | +7.6% |
| 30D | +19.8% | +5.9% | +13.9% | +16.7% |
| 3M | +0.8% | -4.3% | +5.1% | +2.8% |
| 6M | -1.3% | +12.1% | -13.4% | -7.0% |
| YTD | -7.8% | +20.3% | -28.0% | -16.2% |
| 1Y | -5.0% | +41.0% | -46.0% | -20.3% |
| 3Y | +10.5% | +157.5% | -147.0% | -33.3% |
| 5Y | +22.0% | +123.2% | -101.2% | -21.7% |
| All | +211.7% | +360.6% | -148.9% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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