-20.6%
MOH vs RY
+135.2%
-155.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | +3.0% | -2.0% | +5.0% | +3.5% |
| 3M | +1.2% | +4.9% | -3.7% | -0.1% |
| 6M | +41.7% | +26.1% | +15.6% | +33.1% |
| YTD | +15.4% | +22.4% | -7.0% | +9.0% |
| 1Y | +11.8% | +44.7% | -33.0% | +0.5% |
| 3Y | -37.5% | +155.7% | -193.2% | -53.9% |
| 5Y | -20.6% | +137.7% | -158.3% | -40.0% |
| All | -20.6% | +135.2% | -155.9% | -40.0% |
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 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