+540.9%
MPC vs RY
+124.6%
+416.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.5% |
| 7D | -12.8% | -1.1% | -11.7% | -12.4% |
| 30D | -12.7% | +4.4% | -17.2% | -14.9% |
| 3M | +27.1% | -2.9% | +30.0% | +28.6% |
| 6M | +45.8% | +15.6% | +30.2% | +32.6% |
| YTD | +134.7% | +21.8% | +112.9% | +105.9% |
| 1Y | +106.0% | +42.6% | +63.5% | +63.0% |
| 3Y | +165.5% | +160.9% | +4.6% | +35.1% |
| 5Y | +540.9% | +126.1% | +414.8% | +259.6% |
| All | +540.9% | +124.6% | +416.3% | +259.6% |
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