+7,795.4%
MCO vs RY
+11,253.8%
-3,458.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.5% |
| 7D | -2.5% | -3.0% | +0.4% | -0.8% |
| 30D | +9.4% | +6.3% | +3.2% | +5.7% |
| 3M | +8.3% | -2.6% | +10.9% | +9.8% |
| 6M | +15.4% | +13.9% | +1.4% | +6.5% |
| YTD | +1.5% | +21.7% | -20.2% | -10.2% |
| 1Y | +5.4% | +40.4% | -35.1% | -14.3% |
| 3Y | +53.1% | +161.3% | -108.2% | -13.6% |
| 5Y | +39.4% | +126.5% | -87.1% | -14.7% |
| 10Y | +463.0% | +354.3% | +108.7% | +134.3% |
| All | +7,795.4% | +11,253.8% | -3,458.4% | +1,345.6% |
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