+78.1%
MMM vs RY
+351.8%
-273.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | +14.4% | +4.7% | +9.7% | +11.3% |
| 3M | +1.8% | -4.5% | +6.3% | +4.8% |
| 6M | +31.3% | +12.5% | +18.8% | +21.5% |
| YTD | +18.0% | +21.1% | -3.2% | +4.1% |
| 1Y | +10.9% | +38.6% | -27.8% | -10.4% |
| 3Y | +160.6% | +160.2% | +0.4% | +40.0% |
| 5Y | +44.5% | +124.7% | -80.2% | -15.5% |
| All | +78.1% | +351.8% | -273.8% | -25.7% |
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 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