+237.4%
MP vs RY
+276.2%
-38.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -2.6% |
| 7D | -19.0% | -1.1% | -17.9% | -18.0% |
| 30D | -30.5% | +4.4% | -34.9% | -34.2% |
| 3M | -29.6% | -2.9% | -26.6% | -27.2% |
| 6M | -50.4% | +15.6% | -66.0% | -59.0% |
| YTD | -33.2% | +21.8% | -55.0% | -47.8% |
| 1Y | -38.6% | +42.6% | -81.2% | -60.4% |
| 3Y | +105.5% | +160.9% | -55.4% | -39.2% |
| 5Y | -7.8% | +126.1% | -133.9% | -66.7% |
| All | +237.4% | +276.2% | -38.8% | -27.8% |
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