+412.3%
MOD vs RY
+11,602.4%
-11,190.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.5% | -23.9% |
| 7D | -31.3% | +2.5% | -33.8% | -33.2% |
| 30D | -46.1% | +8.4% | -54.6% | -50.0% |
| 3M | -51.1% | +1.2% | -52.4% | -52.0% |
| 6M | -62.1% | +19.4% | -81.4% | -67.4% |
| YTD | -26.2% | +25.4% | -51.6% | -38.5% |
| 1Y | -32.6% | +46.7% | -79.2% | -50.4% |
| 3Y | +133.8% | +168.6% | -34.8% | +5.9% |
| 5Y | +792.8% | +132.3% | +660.5% | +357.5% |
| 10Y | +959.8% | +385.7% | +574.1% | +217.7% |
| All | +412.3% | +11,602.4% | -11,190.1% | -40.5% |
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 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