+43.5%
MLM vs RY
+140.8%
-97.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -2.9% | +3.1% | -6.0% | -4.9% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | -11.2% | +8.7% | -19.9% | -16.3% |
| 6M | -21.8% | +28.5% | -50.4% | -34.2% |
| YTD | -17.0% | +25.1% | -42.1% | -29.0% |
| 1Y | -16.4% | +46.3% | -62.7% | -35.6% |
| 3Y | +14.5% | +154.9% | -140.5% | -41.4% |
| All | +43.5% | +140.8% | -97.3% | -23.7% |
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