+2,652.5%
MCD vs RY
+11,266.1%
-8,613.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.1% |
| 7D | +8.0% | -1.1% | +9.1% | +8.4% |
| 30D | +19.6% | +4.4% | +15.2% | +18.1% |
| 3M | +2.2% | -2.9% | +5.1% | +3.1% |
| 6M | -1.1% | +15.6% | -16.7% | -5.6% |
| YTD | -7.2% | +21.8% | -29.1% | -12.9% |
| 1Y | -6.7% | +42.6% | -49.3% | -16.5% |
| 3Y | +11.6% | +160.9% | -149.3% | -17.6% |
| 5Y | +22.6% | +126.1% | -103.4% | -6.0% |
| 10Y | +218.4% | +371.7% | -153.3% | +96.1% |
| All | +2,652.5% | +11,266.1% | -8,613.6% | +664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling