+110.2%
MTB vs RY
+351.1%
-240.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | +1.5% | +0.6% | +1.0% | +1.0% |
| 30D | +2.3% | +5.0% | -2.7% | -2.6% |
| 3M | -12.1% | -5.3% | -6.8% | -7.5% |
| 6M | +9.8% | +13.8% | -4.0% | -3.9% |
| YTD | +12.0% | +21.0% | -8.9% | -8.0% |
| 1Y | +22.0% | +40.5% | -18.5% | -13.8% |
| 3Y | +107.6% | +159.7% | -52.0% | -23.1% |
| 5Y | +61.9% | +124.3% | -62.5% | -30.1% |
| All | +110.2% | +351.1% | -240.9% | -44.0% |
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