+4,029.2%
MLM vs RY
+11,602.4%
-7,573.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.7% | +0.7% |
| 7D | +9.1% | +2.5% | +6.7% | +7.7% |
| 30D | +14.6% | +8.4% | +6.2% | +9.6% |
| 3M | +0.3% | +1.2% | -0.9% | -0.5% |
| 6M | -7.5% | +19.4% | -26.8% | -16.4% |
| YTD | -10.2% | +25.4% | -35.7% | -21.1% |
| 1Y | -10.5% | +46.7% | -57.2% | -27.9% |
| 3Y | +27.8% | +168.6% | -140.8% | -27.0% |
| 5Y | +38.9% | +132.3% | -93.4% | -14.1% |
| 10Y | +211.4% | +385.7% | -174.3% | +32.7% |
| All | +4,029.2% | +11,602.4% | -7,573.3% | +641.1% |
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