+209.9%
MET vs RY
+367.8%
-157.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | +4.0% | +7.1% | -3.0% | -2.7% |
| 3M | +4.6% | -2.7% | +7.3% | +7.1% |
| 6M | +32.8% | +13.8% | +19.0% | +16.0% |
| YTD | +32.3% | +22.1% | +10.2% | +7.4% |
| 1Y | +37.1% | +43.1% | -5.9% | -5.2% |
| 3Y | +86.8% | +163.6% | -76.8% | -32.4% |
| 5Y | +87.4% | +126.2% | -38.9% | -21.2% |
| 10Y | +209.9% | +358.7% | -148.8% | -25.6% |
| All | +209.9% | +367.8% | -157.9% | -25.6% |
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 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