+22.0%
MTB vs RY
+38.8%
-16.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.5% | +0.6% | +1.0% | +1.2% |
| 30D | +2.3% | +5.0% | -2.7% | -1.0% |
| 3M | -12.1% | -5.3% | -6.8% | -8.8% |
| 6M | +9.8% | +13.8% | -4.0% | -0.3% |
| YTD | +12.0% | +21.0% | -8.9% | -3.1% |
| 1Y | +22.0% | +40.5% | -18.5% | -3.7% |
| All | +22.0% | +38.8% | -16.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling