+160.8%
MMM vs RY
+158.9%
+1.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.8% |
| 30D | +14.7% | +4.4% | +10.3% | +12.0% |
| 3M | +3.6% | -2.9% | +6.5% | +5.5% |
| 6M | +32.7% | +15.6% | +17.2% | +20.7% |
| YTD | +18.9% | +21.8% | -2.9% | +4.3% |
| 1Y | +16.4% | +42.6% | -26.2% | -8.0% |
| All | +160.8% | +158.9% | +1.9% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling