+97.2%
MO vs RY
+140.3%
-43.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -2.6% |
| 30D | -0.3% | -1.0% | +0.7% | -0.1% |
| 3M | -2.9% | +7.6% | -10.6% | -4.8% |
| 6M | +5.8% | +29.5% | -23.7% | -0.9% |
| YTD | +22.0% | +24.2% | -2.2% | +15.4% |
| 1Y | +10.7% | +46.4% | -35.7% | -0.1% |
| 3Y | +94.4% | +159.4% | -65.0% | +43.9% |
| 5Y | +97.2% | +141.8% | -44.7% | +47.5% |
| All | +97.2% | +140.3% | -43.1% | +47.5% |
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