+1,079.5%
MPC vs RY
+360.6%
+718.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | 0.0% |
| 7D | -16.2% | -0.9% | -15.3% | -15.8% |
| 30D | -15.7% | +5.9% | -21.6% | -20.8% |
| 3M | +24.9% | -4.3% | +29.2% | +28.9% |
| 6M | +52.7% | +12.1% | +40.5% | +32.8% |
| YTD | +131.9% | +20.3% | +111.6% | +85.4% |
| 1Y | +96.6% | +41.0% | +55.6% | +32.3% |
| 3Y | +163.8% | +157.5% | +6.2% | -12.9% |
| 5Y | +533.1% | +123.2% | +409.9% | +140.2% |
| All | +1,079.5% | +360.6% | +718.9% | +133.9% |
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