+43.4%
MMM vs RY
+123.4%
-80.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | +12.1% | +5.0% | +7.1% | +9.0% |
| 3M | +1.4% | -5.3% | +6.7% | +5.0% |
| 6M | +26.6% | +13.8% | +12.7% | +16.2% |
| YTD | +16.8% | +21.0% | -4.1% | +3.0% |
| 1Y | +10.1% | +40.5% | -30.4% | -12.0% |
| 3Y | +158.4% | +159.7% | -1.2% | +38.5% |
| All | +43.4% | +123.4% | -80.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling