+220.2%
MET vs RY
+360.6%
-140.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | +3.2% | +5.9% | -2.7% | -2.4% |
| 3M | -1.1% | -4.3% | +3.2% | +2.9% |
| 6M | +25.0% | +12.1% | +12.9% | +10.8% |
| YTD | +27.9% | +20.3% | +7.6% | +5.3% |
| 1Y | +32.9% | +41.0% | -8.1% | -6.9% |
| 3Y | +78.8% | +157.5% | -78.7% | -33.8% |
| 5Y | +79.6% | +123.2% | -43.6% | -23.5% |
| All | +220.2% | +360.6% | -140.4% | -22.2% |
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 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