+1,796.0%
MMM vs RY
+11,266.1%
-9,470.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.5% |
| 30D | +14.7% | +4.4% | +10.3% | +12.7% |
| 3M | +3.6% | -2.9% | +6.5% | +5.0% |
| 6M | +32.7% | +15.6% | +17.2% | +24.3% |
| YTD | +18.9% | +21.8% | -2.9% | +8.8% |
| 1Y | +16.4% | +42.6% | -26.2% | -0.8% |
| 3Y | +159.8% | +160.9% | -1.1% | +69.4% |
| 5Y | +47.2% | +126.1% | -78.9% | +1.8% |
| 10Y | +86.5% | +371.7% | -285.2% | -5.8% |
| All | +1,796.0% | +11,266.1% | -9,470.0% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling