-32.9%
MKC vs RY
+140.8%
-173.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -5.9% | +3.1% | -9.0% | -6.7% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | +12.7% | +8.7% | +4.1% | +9.5% |
| 6M | -19.3% | +28.5% | -47.8% | -25.7% |
| YTD | -22.2% | +25.1% | -47.3% | -27.8% |
| 1Y | -23.3% | +46.3% | -69.6% | -32.7% |
| 3Y | -30.0% | +154.9% | -184.9% | -49.9% |
| All | -32.9% | +140.8% | -173.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling