-10.8%
MDLN vs RY
+28.1%
-38.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.7% | +3.1% | +0.6% | +3.0% |
| 30D | -0.2% | -0.3% | +0.1% | -0.3% |
| 3M | +6.2% | +8.7% | -2.4% | +4.1% |
| 6M | -14.7% | +28.5% | -43.2% | -21.1% |
| YTD | -12.9% | +25.1% | -38.0% | -19.8% |
| All | -10.8% | +28.1% | -38.9% | -15.8% |
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