+1,049.8%
MDB vs RY
+260.4%
+789.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | -17.4% | +3.1% | -20.6% | -19.6% |
| 30D | -2.0% | -0.3% | -1.7% | -2.1% |
| 3M | -3.0% | +8.7% | -11.7% | -10.1% |
| 6M | +48.7% | +28.5% | +20.1% | +19.6% |
| YTD | -12.1% | +25.1% | -37.3% | -27.6% |
| 1Y | +14.5% | +46.3% | -31.8% | -17.1% |
| 3Y | -6.1% | +154.9% | -161.1% | -55.2% |
| 5Y | -27.3% | +140.3% | -167.6% | -62.9% |
| All | +1,049.8% | +260.4% | +789.4% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling