+380.3%
MCO vs RY
+377.3%
+3.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -3.8% | -2.2% | -1.5% | -2.1% |
| 30D | -0.4% | -3.6% | +3.2% | +2.2% |
| 3M | +7.7% | +3.9% | +3.8% | +4.1% |
| 6M | +7.0% | +26.4% | -19.4% | -11.5% |
| YTD | -6.4% | +22.3% | -28.7% | -20.9% |
| 1Y | -7.6% | +43.7% | -51.3% | -31.5% |
| 3Y | +43.2% | +154.0% | -110.7% | -33.8% |
| 5Y | +29.6% | +137.6% | -108.0% | -37.6% |
| All | +380.3% | +377.3% | +3.0% | +38.5% |
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