+935.2%
MDB vs RY
+248.6%
+686.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -14.0% | +6.1% | -20.1% | -17.8% |
| 3M | -20.3% | -3.4% | -17.0% | -18.5% |
| 6M | +10.9% | +12.8% | -1.9% | -0.6% |
| YTD | -20.9% | +21.0% | -41.9% | -33.1% |
| 1Y | -11.2% | +40.5% | -51.7% | -33.6% |
| 3Y | -11.9% | +159.9% | -171.8% | -58.4% |
| 5Y | -40.2% | +125.0% | -165.1% | -68.1% |
| All | +935.2% | +248.6% | +686.5% | +345.0% |
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 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