+19.9%
MDT vs RY
+46.4%
-26.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.3% |
| 7D | +10.7% | +2.5% | +8.3% | +10.0% |
| 30D | +19.3% | +8.4% | +10.9% | +17.0% |
| 3M | +22.8% | +1.2% | +21.5% | +21.8% |
| 6M | +36.4% | +19.4% | +17.0% | +27.4% |
| YTD | +12.1% | +25.4% | -13.4% | +2.6% |
| 1Y | +19.9% | +46.7% | -26.8% | -0.6% |
| All | +19.9% | +46.4% | -26.5% | -0.6% |
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 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