+21.5%
MLM vs RY
+158.9%
-137.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | +7.9% | +4.4% | +3.5% | +5.6% |
| 3M | -4.5% | -2.9% | -1.5% | -3.0% |
| 6M | -12.6% | +15.6% | -28.2% | -19.6% |
| YTD | -14.9% | +21.8% | -36.7% | -24.0% |
| 1Y | -13.1% | +42.6% | -55.7% | -28.5% |
| All | +21.5% | +158.9% | -137.3% | -22.8% |
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