-16.3%
MDB vs RY
+40.4%
-56.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -11.4% | -0.9% | -10.5% | -10.9% |
| 30D | -13.8% | +5.9% | -19.7% | -14.9% |
| 3M | -15.5% | -4.3% | -11.2% | -13.9% |
| 6M | +17.9% | +12.1% | +5.8% | +7.3% |
| YTD | -25.5% | +20.3% | -45.7% | -36.8% |
| All | -16.3% | +40.4% | -56.8% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling