+875.5%
MDB vs RY
+246.5%
+629.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.7% |
| 7D | -11.4% | -0.9% | -10.5% | -10.8% |
| 30D | -13.8% | +5.9% | -19.7% | -17.5% |
| 3M | -15.5% | -4.3% | -11.2% | -12.9% |
| 6M | +17.9% | +12.1% | +5.8% | +6.2% |
| YTD | -25.5% | +20.3% | -45.7% | -36.7% |
| 1Y | -12.1% | +41.0% | -53.1% | -34.5% |
| 3Y | -5.9% | +157.5% | -163.4% | -55.3% |
| 5Y | -43.7% | +123.2% | -166.9% | -69.8% |
| All | +875.5% | +246.5% | +629.0% | +321.3% |
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 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