+173.0%
MTB vs RY
+371.6%
-198.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | +2.8% | +2.7% | +0.1% | +0.1% |
| 30D | -4.2% | -1.0% | -3.2% | -3.3% |
| 3M | +7.8% | +7.6% | +0.1% | -0.1% |
| 6M | +14.8% | +29.5% | -14.6% | -11.4% |
| YTD | +20.8% | +24.2% | -3.4% | -3.0% |
| 1Y | +23.1% | +46.4% | -23.3% | -16.3% |
| 3Y | +114.8% | +159.4% | -44.6% | -19.6% |
| 5Y | +103.3% | +141.8% | -38.6% | -18.2% |
| 10Y | +173.0% | +373.9% | -200.9% | -33.3% |
| All | +173.0% | +371.6% | -198.7% | -33.3% |
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