+45.3%
MMM vs RY
+122.0%
-76.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 3M | +2.9% | -4.3% | +7.2% | +5.8% |
| 6M | +27.6% | +12.1% | +15.4% | +18.2% |
| YTD | +17.3% | +20.3% | -3.0% | +3.8% |
| 1Y | +15.1% | +41.0% | -25.9% | -8.2% |
| 3Y | +157.1% | +157.5% | -0.4% | +38.5% |
| All | +45.3% | +122.0% | -76.7% | -14.6% |
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