+1,449.6%
MKC vs RY
+11,573.6%
-10,124.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 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% | +10.0% |
| 6M | -19.3% | +28.5% | -47.8% | -24.8% |
| YTD | -22.2% | +25.1% | -47.3% | -27.0% |
| 1Y | -23.3% | +46.3% | -69.6% | -31.2% |
| 3Y | -30.0% | +154.9% | -184.9% | -46.1% |
| 5Y | -33.8% | +140.3% | -174.1% | -48.5% |
| 10Y | +24.4% | +377.0% | -352.6% | -20.3% |
| All | +1,449.6% | +11,573.6% | -10,124.1% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling