+4,893.4%
MCK vs RY
+11,485.5%
-6,592.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.9% | +2.7% | -4.7% | -2.9% |
| 30D | +2.4% | -1.0% | +3.3% | +2.7% |
| 3M | +16.1% | +7.6% | +8.5% | +12.9% |
| 6M | -3.1% | +29.5% | -32.5% | -11.8% |
| YTD | +8.7% | +24.2% | -15.5% | +0.3% |
| 1Y | +28.1% | +46.4% | -18.3% | +11.4% |
| 3Y | +114.1% | +159.4% | -45.3% | +49.9% |
| 5Y | +342.5% | +141.8% | +200.7% | +214.5% |
| 10Y | +424.1% | +373.9% | +50.2% | +193.1% |
| All | +4,893.4% | +11,485.5% | -6,592.1% | +1,161.6% |
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