-24.7%
MDB vs RY
+140.8%
-165.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.3% |
| 7D | -17.4% | +3.1% | -20.6% | -20.4% |
| 30D | -2.0% | -0.3% | -1.7% | -2.2% |
| 3M | -3.0% | +8.7% | -11.7% | -13.0% |
| 6M | +48.7% | +28.5% | +20.1% | +8.7% |
| YTD | -12.1% | +25.1% | -37.3% | -33.6% |
| 1Y | +14.5% | +46.3% | -31.8% | -28.5% |
| 3Y | -6.1% | +154.9% | -161.1% | -68.8% |
| All | -24.7% | +140.8% | -165.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling