-38.6%
MP vs RY
+43.0%
-81.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -2.6% |
| 7D | -19.0% | -1.1% | -17.9% | -17.9% |
| 30D | -30.5% | +4.4% | -34.9% | -34.2% |
| 3M | -29.6% | -2.9% | -26.6% | -27.0% |
| 6M | -50.4% | +15.6% | -66.0% | -61.4% |
| YTD | -33.2% | +21.8% | -55.0% | -53.6% |
| 1Y | -38.6% | +42.6% | -81.2% | -64.3% |
| All | -38.6% | +43.0% | -81.6% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling