+1,372.3%
MOH vs RY
+2,233.3%
-861.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.9% |
| 7D | -3.3% | +2.7% | -6.0% | -4.5% |
| 30D | -0.1% | -1.0% | +0.9% | +0.4% |
| 3M | -1.1% | +7.6% | -8.7% | -4.4% |
| 6M | +35.9% | +29.5% | +6.4% | +20.5% |
| YTD | +13.1% | +24.2% | -11.1% | +1.9% |
| 1Y | +11.8% | +46.4% | -34.6% | -6.7% |
| 3Y | -38.7% | +159.4% | -198.2% | -61.5% |
| 5Y | -25.1% | +141.8% | -167.0% | -51.9% |
| 10Y | +243.8% | +373.9% | -130.1% | +58.6% |
| All | +1,372.3% | +2,233.3% | -861.0% | +340.3% |
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