+954.3%
MDB vs RY
+250.6%
+703.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.4% |
| 7D | +3.0% | -3.0% | +5.9% | +5.6% |
| 30D | -11.3% | +6.3% | -17.6% | -15.4% |
| 3M | -23.0% | -2.6% | -20.4% | -21.7% |
| 6M | +14.8% | +13.9% | +0.8% | +2.1% |
| YTD | -19.4% | +21.7% | -41.1% | -32.2% |
| 1Y | -9.0% | +40.4% | -49.4% | -31.9% |
| 3Y | -10.3% | +161.3% | -171.6% | -57.8% |
| 5Y | -38.4% | +126.5% | -164.8% | -67.3% |
| All | +954.3% | +250.6% | +703.8% | +351.3% |
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