+205.9%
MCD vs RY
+355.6%
-149.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -1.9% | -3.0% | +1.0% | -0.5% |
| 30D | +16.6% | +6.3% | +10.4% | +13.4% |
| 3M | +0.9% | -2.6% | +3.5% | +2.1% |
| 6M | +1.5% | +13.9% | -12.5% | -5.1% |
| YTD | -8.3% | +21.7% | -30.0% | -17.2% |
| 1Y | -8.1% | +40.4% | -48.6% | -22.8% |
| 3Y | +10.3% | +161.3% | -151.0% | -33.9% |
| 5Y | +23.4% | +126.5% | -103.0% | -21.4% |
| 10Y | +205.9% | +354.3% | -148.4% | +34.5% |
| All | +205.9% | +355.6% | -149.7% | +34.5% |
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