+181.2%
MLM vs RY
+360.6%
-179.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -0.8% |
| 7D | -4.1% | -0.9% | -3.2% | -3.3% |
| 30D | +8.2% | +5.9% | +2.3% | +3.4% |
| 3M | -3.6% | -4.3% | +0.7% | -0.3% |
| 6M | -15.6% | +12.1% | -27.7% | -23.5% |
| YTD | -16.4% | +20.3% | -36.7% | -28.6% |
| 1Y | -14.3% | +41.0% | -55.4% | -35.7% |
| 3Y | +19.3% | +157.5% | -138.2% | -47.3% |
| 5Y | +29.6% | +123.2% | -93.6% | -35.7% |
| All | +181.2% | +360.6% | -179.3% | -21.9% |
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