+29.4%
MMM vs RY
+140.8%
-111.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -3.3% | +3.1% | -6.4% | -5.2% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | +10.8% | +8.7% | +2.2% | +4.9% |
| 6M | +5.8% | +28.5% | -22.8% | -10.1% |
| YTD | +6.8% | +25.1% | -18.3% | -7.9% |
| 1Y | +10.4% | +46.3% | -35.9% | -14.0% |
| 3Y | +104.7% | +154.9% | -50.2% | +11.3% |
| All | +29.4% | +140.8% | -111.3% | -26.9% |
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 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