+3,101.0%
MPC vs RY
+571.3%
+2,529.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +5.4% | +3.1% | +2.3% | +2.4% |
| 30D | +31.0% | -0.3% | +31.3% | +31.1% |
| 3M | +46.0% | +8.7% | +37.4% | +34.0% |
| 6M | +77.3% | +28.5% | +48.8% | +37.3% |
| YTD | +141.9% | +25.1% | +116.8% | +91.9% |
| 1Y | +120.9% | +46.3% | +74.6% | +50.3% |
| 3Y | +182.7% | +154.9% | +27.7% | +7.4% |
| 5Y | +646.4% | +140.3% | +506.1% | +196.7% |
| 10Y | +1,138.7% | +377.0% | +761.7% | +176.3% |
| All | +3,101.0% | +571.3% | +2,529.7% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling