+4.1%
MCO vs RY
+39.8%
-35.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +9.1% | +4.7% | +4.4% | +8.2% |
| 3M | +6.2% | -4.5% | +10.7% | +7.1% |
| 6M | +12.6% | +12.5% | +0.1% | +9.6% |
| YTD | -0.2% | +21.1% | -21.3% | -4.9% |
| 1Y | +4.1% | +38.6% | -34.6% | -4.3% |
| All | +4.1% | +39.8% | -35.7% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling