+1,604.6%
MOD vs RY
+373.9%
+1,230.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.1% |
| 7D | +9.6% | +3.1% | +6.5% | +5.9% |
| 30D | 0.0% | -0.3% | +0.3% | +0.4% |
| 3M | -35.4% | +8.7% | -44.0% | -40.9% |
| 6M | -7.3% | +28.5% | -35.8% | -28.9% |
| YTD | +45.8% | +25.1% | +20.7% | +15.5% |
| 1Y | +43.1% | +46.3% | -3.1% | -3.4% |
| 3Y | +297.7% | +154.9% | +142.7% | +48.9% |
| 5Y | +1,478.8% | +140.3% | +1,338.5% | +524.8% |
| All | +1,604.6% | +373.9% | +1,230.6% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling