+177.3%
MCD vs RY
+373.9%
-196.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.8% | +3.1% | -5.9% | -4.2% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -5.6% | +8.7% | -14.2% | -9.6% |
| 6M | -21.9% | +28.5% | -50.4% | -31.1% |
| YTD | -14.7% | +25.1% | -39.8% | -24.0% |
| 1Y | -17.3% | +46.3% | -63.6% | -31.8% |
| 3Y | -2.2% | +154.9% | -157.1% | -40.5% |
| 5Y | +20.3% | +140.3% | -120.0% | -25.8% |
| All | +177.3% | +373.9% | -196.6% | +16.5% |
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