+199.7%
MET vs RY
+355.6%
-155.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +3.1% |
| 30D | +3.4% | +6.3% | -2.9% | -2.6% |
| 3M | +7.0% | -2.6% | +9.6% | +9.4% |
| 6M | +34.6% | +13.9% | +20.7% | +17.4% |
| YTD | +34.0% | +21.7% | +12.3% | +9.1% |
| 1Y | +35.9% | +40.4% | -4.5% | -4.3% |
| 3Y | +85.5% | +161.3% | -75.8% | -32.2% |
| 5Y | +87.8% | +126.5% | -38.7% | -21.1% |
| 10Y | +199.7% | +354.3% | -154.7% | -26.6% |
| All | +199.7% | +355.6% | -155.9% | -26.6% |
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