+29.6%
MDT vs RY
+154.9%
-125.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +3.2% | +3.1% | +0.1% | +2.3% |
| 30D | +9.5% | -0.3% | +9.8% | +9.5% |
| 3M | +16.0% | +8.7% | +7.3% | +12.5% |
| 6M | +0.2% | +28.5% | -28.3% | -7.9% |
| YTD | -0.3% | +25.1% | -25.4% | -7.8% |
| 1Y | +4.7% | +46.3% | -41.6% | -8.2% |
| All | +29.6% | +154.9% | -125.3% | -7.2% |
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