+130.2%
MP vs RY
+166.5%
-36.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -8.4% |
| 7D | -12.5% | +2.5% | -15.0% | -15.0% |
| 30D | -23.3% | +8.4% | -31.8% | -30.2% |
| 3M | -24.4% | +1.2% | -25.6% | -25.6% |
| 6M | -45.8% | +19.4% | -65.1% | -56.3% |
| YTD | -28.9% | +25.4% | -54.3% | -45.7% |
| 1Y | -34.6% | +46.7% | -81.3% | -57.7% |
| All | +130.2% | +166.5% | -36.4% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling