+3,005.7%
MPC vs RY
+553.6%
+2,452.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -1.3% |
| 7D | -12.8% | -1.1% | -11.7% | -12.2% |
| 30D | -12.7% | +4.4% | -17.2% | -16.6% |
| 3M | +27.1% | -2.9% | +30.0% | +29.2% |
| 6M | +45.8% | +15.6% | +30.2% | +24.6% |
| YTD | +134.7% | +21.8% | +112.9% | +89.2% |
| 1Y | +106.0% | +42.6% | +63.5% | +42.4% |
| 3Y | +165.5% | +160.9% | +4.6% | -1.9% |
| 5Y | +540.9% | +126.1% | +414.8% | +168.5% |
| 10Y | +1,133.6% | +371.7% | +761.9% | +176.0% |
| All | +3,005.7% | +553.6% | +2,452.0% | +415.1% |
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 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