+11.2%
MCD vs RY
+158.9%
-147.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | +8.0% | -1.1% | +9.1% | +8.3% |
| 30D | +19.6% | +4.4% | +15.2% | +18.7% |
| 3M | +2.2% | -2.9% | +5.1% | +2.7% |
| 6M | -1.1% | +15.6% | -16.7% | -4.3% |
| YTD | -7.2% | +21.8% | -29.1% | -11.3% |
| 1Y | -6.7% | +42.6% | -49.3% | -14.2% |
| All | +11.2% | +158.9% | -147.7% | -9.7% |
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