+39.1%
MDT vs RY
+371.6%
-332.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +0.4% | +2.7% | -2.3% | -1.1% |
| 30D | +6.0% | -1.0% | +7.0% | +6.4% |
| 3M | +15.5% | +7.6% | +7.9% | +10.4% |
| 6M | +3.4% | +29.5% | -26.1% | -11.0% |
| YTD | -2.2% | +24.2% | -26.3% | -14.0% |
| 1Y | +2.6% | +46.4% | -43.8% | -18.1% |
| 3Y | +27.5% | +159.4% | -131.9% | -28.8% |
| 5Y | -20.1% | +141.8% | -161.9% | -54.1% |
| 10Y | +39.1% | +373.9% | -334.8% | -45.8% |
| All | +39.1% | +371.6% | -332.6% | -45.8% |
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 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