-18.7%
MKC vs RY
+155.6%
-174.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +8.1% | +5.9% | +2.2% | +6.7% |
| 3M | -6.4% | -4.3% | -2.2% | -5.5% |
| 6M | +1.8% | +12.1% | -10.3% | -1.9% |
| YTD | -26.9% | +20.3% | -47.1% | -30.9% |
| 1Y | -21.7% | +41.0% | -62.7% | -30.0% |
| 3Y | -18.7% | +157.5% | -176.3% | -41.6% |
| All | -18.7% | +155.6% | -174.3% | -41.6% |
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 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