+642.2%
MPC vs RY
+140.8%
+501.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +5.4% | +3.1% | +2.3% | +3.6% |
| 30D | +31.0% | -0.3% | +31.3% | +31.1% |
| 3M | +46.0% | +8.7% | +37.4% | +38.5% |
| 6M | +77.3% | +28.5% | +48.8% | +50.9% |
| YTD | +141.9% | +25.1% | +116.8% | +109.4% |
| 1Y | +120.9% | +46.3% | +74.6% | +72.2% |
| 3Y | +182.7% | +154.9% | +27.7% | +46.1% |
| All | +642.2% | +140.8% | +501.5% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling