+10.5%
MCD vs RY
+155.6%
-145.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +19.8% | +5.9% | +13.9% | +18.6% |
| 3M | +0.8% | -4.3% | +5.1% | +1.6% |
| 6M | -1.3% | +12.1% | -13.4% | -3.8% |
| YTD | -7.8% | +20.3% | -28.0% | -11.6% |
| 1Y | -5.0% | +41.0% | -46.0% | -12.3% |
| 3Y | +10.5% | +157.5% | -147.0% | -10.0% |
| All | +10.5% | +155.6% | -145.0% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling