+1,339.8%
MKC vs RY
+11,288.9%
-9,949.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +8.0% | +7.1% | +0.9% | +6.0% |
| 3M | -8.6% | -2.7% | -6.0% | -8.1% |
| 6M | +1.1% | +13.8% | -12.7% | -2.6% |
| YTD | -27.7% | +22.1% | -49.7% | -31.7% |
| 1Y | -23.7% | +43.1% | -66.8% | -31.1% |
| 3Y | -19.4% | +163.6% | -183.0% | -38.5% |
| 5Y | -33.3% | +126.2% | -159.6% | -47.4% |
| 10Y | +24.0% | +358.7% | -334.7% | -19.8% |
| All | +1,339.8% | +11,288.9% | -9,949.2% | +348.0% |
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