+195.2%
MCD vs RY
+351.8%
-156.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.3% |
| 30D | +16.0% | +4.7% | +11.3% | +13.6% |
| 3M | 0.0% | -4.5% | +4.4% | +2.0% |
| 6M | +0.9% | +12.5% | -11.6% | -5.0% |
| YTD | -8.7% | +21.1% | -29.9% | -17.4% |
| 1Y | -8.6% | +38.6% | -47.2% | -22.7% |
| 3Y | +9.9% | +160.2% | -150.3% | -34.1% |
| 5Y | +22.6% | +124.7% | -102.1% | -21.5% |
| All | +195.2% | +351.8% | -156.6% | +30.8% |
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