+201.4%
MCHP vs RY
+372.5%
-171.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.8% |
| 30D | -9.8% | -1.9% | -7.9% | -8.2% |
| 3M | -19.7% | +5.1% | -24.8% | -23.7% |
| 6M | +13.6% | +28.2% | -14.6% | -11.3% |
| YTD | +16.5% | +22.9% | -6.3% | -5.7% |
| 1Y | +15.7% | +45.5% | -29.8% | -20.7% |
| 3Y | 0.0% | +156.7% | -156.7% | -61.1% |
| 5Y | +4.4% | +137.7% | -133.3% | -56.0% |
| 10Y | +201.4% | +375.5% | -174.1% | -20.9% |
| All | +201.4% | +372.5% | -171.2% | -20.9% |
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