+244.4%
MET vs RY
+371.6%
-127.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.4% |
| 7D | +1.1% | +2.7% | -1.6% | -1.4% |
| 30D | -2.3% | -1.0% | -1.3% | -1.4% |
| 3M | +13.9% | +7.6% | +6.2% | +5.4% |
| 6M | +34.8% | +29.5% | +5.3% | +3.7% |
| YTD | +23.5% | +24.2% | -0.6% | -1.1% |
| 1Y | +23.4% | +46.4% | -23.0% | -16.4% |
| 3Y | +64.9% | +159.4% | -94.5% | -39.1% |
| 5Y | +82.0% | +141.8% | -59.8% | -28.4% |
| 10Y | +244.4% | +373.9% | -129.5% | -24.6% |
| All | +244.4% | +371.6% | -127.3% | -24.6% |
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