+7,467.5%
MCO vs RY
+11,573.6%
-4,106.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -4.2% | +3.1% | -7.3% | -5.8% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | +10.1% | +8.7% | +1.5% | +4.6% |
| 6M | +5.3% | +28.5% | -23.3% | -9.5% |
| YTD | -2.7% | +25.1% | -27.9% | -15.2% |
| 1Y | -0.4% | +46.3% | -46.7% | -20.8% |
| 3Y | +49.0% | +154.9% | -105.9% | -14.6% |
| 5Y | +33.6% | +140.3% | -106.7% | -21.0% |
| 10Y | +395.3% | +377.0% | +18.3% | +100.6% |
| All | +7,467.5% | +11,573.6% | -4,106.1% | +1,264.0% |
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