-8.4%
MDB vs RY
+158.9%
-167.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.4% | -4.6% |
| 7D | -20.9% | -1.1% | -19.8% | -20.0% |
| 30D | -15.6% | +4.4% | -20.0% | -18.7% |
| 3M | -19.1% | -2.9% | -16.1% | -17.1% |
| 6M | +14.2% | +15.6% | -1.4% | -3.9% |
| YTD | -27.4% | +21.8% | -49.2% | -42.6% |
| 1Y | -13.0% | +42.6% | -55.6% | -42.8% |
| All | -8.4% | +158.9% | -167.2% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling