+10.9%
MMM vs RY
+39.8%
-28.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.2% |
| 3M | +1.8% | -4.5% | +6.3% | +4.3% |
| 6M | +31.3% | +12.5% | +18.8% | +22.1% |
| YTD | +18.0% | +21.1% | -3.2% | +3.0% |
| 1Y | +10.9% | +38.6% | -27.8% | -6.0% |
| All | +10.9% | +39.8% | -28.9% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling