+6,628.1%
MO vs RY
+11,121.0%
-4,492.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -2.4% | -0.9% | -1.6% | -2.2% |
| 30D | +9.7% | +5.9% | +3.9% | +7.9% |
| 3M | +14.1% | -4.3% | +18.4% | +15.4% |
| 6M | +11.9% | +12.1% | -0.3% | +7.8% |
| YTD | +38.4% | +20.3% | +18.1% | +30.5% |
| 1Y | +41.9% | +41.0% | +0.9% | +27.7% |
| 3Y | +134.5% | +157.5% | -23.0% | +75.5% |
| 5Y | +147.3% | +123.2% | +24.1% | +91.7% |
| 10Y | +135.2% | +365.7% | -230.5% | +48.1% |
| All | +6,628.1% | +11,121.0% | -4,492.9% | +1,870.1% |
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 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