+60.0%
MDT vs RY
+360.9%
-300.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | +5.4% | -0.9% | +6.3% | +6.0% |
| 30D | +19.1% | +5.9% | +13.2% | +15.4% |
| 3M | +19.5% | -4.3% | +23.7% | +22.2% |
| 6M | +33.5% | +12.1% | +21.3% | +24.5% |
| YTD | +8.7% | +20.3% | -11.6% | -2.8% |
| 1Y | +16.8% | +41.0% | -24.2% | -4.7% |
| 3Y | +53.0% | +157.5% | -104.6% | -14.3% |
| 5Y | -2.9% | +123.2% | -126.1% | -41.4% |
| All | +60.0% | +360.9% | -300.8% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling