-15.4%
MDLN vs RY
+27.2%
-42.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.0% |
| 7D | -1.2% | +2.7% | -3.9% | -1.7% |
| 30D | -1.5% | -1.0% | -0.5% | -1.4% |
| 3M | +2.6% | +7.6% | -5.0% | +0.8% |
| 6M | -20.9% | +29.5% | -50.3% | -26.9% |
| YTD | -17.4% | +24.2% | -41.6% | -23.8% |
| All | -15.4% | +27.2% | -42.6% | -20.1% |
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