+80.3%
MMM vs RY
+360.6%
-280.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | +6.2% | -0.9% | +7.1% | +7.0% |
| 30D | +14.2% | +5.9% | +8.3% | +10.4% |
| 3M | +2.9% | -4.3% | +7.2% | +5.8% |
| 6M | +27.6% | +12.1% | +15.4% | +18.3% |
| YTD | +17.3% | +20.3% | -3.0% | +3.9% |
| 1Y | +15.1% | +41.0% | -25.9% | -8.0% |
| 3Y | +157.1% | +157.5% | -0.4% | +39.0% |
| 5Y | +45.1% | +123.2% | -78.1% | -14.8% |
| All | +80.3% | +360.6% | -280.2% | -24.8% |
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 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