+153.3%
MP vs RY
+154.9%
-1.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.2% |
| 7D | -2.9% | +3.1% | -6.0% | -6.3% |
| 30D | +13.8% | -0.3% | +14.1% | +14.1% |
| 3M | -16.7% | +8.7% | -25.4% | -24.7% |
| 6M | -11.5% | +28.5% | -40.0% | -34.3% |
| YTD | +7.9% | +25.1% | -17.2% | -17.3% |
| 1Y | -15.0% | +46.3% | -61.3% | -45.2% |
| All | +153.3% | +154.9% | -1.6% | -18.2% |
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