+110.6%
MCK vs RY
+154.7%
-44.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -2.2% | -2.0% | -0.2% | -2.0% |
| 3M | +11.6% | +4.9% | +6.7% | +11.0% |
| 6M | -4.9% | +26.1% | -31.1% | -7.2% |
| YTD | +7.7% | +22.4% | -14.7% | +5.4% |
| 1Y | +25.2% | +44.7% | -19.5% | +20.5% |
| All | +110.6% | +154.7% | -44.1% | +113.6% |
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 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